Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 266,764 CHF | 267,869 CHF | 99.22% | 99.22% |
19/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 113,800 | 113,800 | 271,289 CHF | 272,427 CHF | 99.57% | 99.57% |
18/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110,000 | 110,000 | 109,539 | 109,539 | 266,633 CHF | 267,728 CHF | 98.41% | 98.41% |
15/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 266,687 CHF | 267,782 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 267,792 CHF | 268,909 CHF | 98.60% | 98.60% |
13/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 110,576 | 110,576 | 267,471 CHF | 268,577 CHF | 99.29% | 99.29% |
12/11/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 115,000 | 115,000 | 110,413 | 110,413 | 266,485 CHF | 267,589 CHF | 99.57% | 99.57% |
11/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 273,607 CHF | 274,702 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110,000 | 110,000 | 109,541 | 109,541 | 269,769 CHF | 270,865 CHF | 98.96% | 98.96% |
07/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 110,000 | 110,000 | 109,544 | 109,544 | 275,157 CHF | 276,252 CHF | 99.56% | 99.56% |