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 | 0.48% | 2.07 CHF | 2.08 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 386,678 CHF | 388,521 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 185,000 | 185,000 | 185,036 | 185,036 | 381,321 CHF | 383,171 CHF | 99.80% | 99.80% |
18/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 379,531 CHF | 381,381 CHF | 99.95% | 99.95% |
15/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 381,078 CHF | 382,920 CHF | 99.98% | 99.98% |
14/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 185,000 | 185,000 | 184,236 | 184,236 | 386,862 CHF | 388,705 CHF | 99.76% | 99.76% |
13/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 190,000 | 190,000 | 189,336 | 189,336 | 366,085 CHF | 367,979 CHF | 99.73% | 99.73% |
12/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 190,000 | 190,000 | 187,760 | 187,760 | 378,387 CHF | 380,265 CHF | 99.48% | 99.48% |
11/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 382,475 CHF | 384,317 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 185,000 | 185,000 | 185,835 | 185,835 | 378,253 CHF | 380,111 CHF | 99.10% | 99.10% |
07/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 190,000 | 190,000 | 188,358 | 188,358 | 376,814 CHF | 378,697 CHF | 99.64% | 99.64% |