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 | 0.39% | 2.49 CHF | 2.50 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 273,202 CHF | 274,272 CHF | 99.28% | 99.28% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 272,781 CHF | 273,854 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 271,786 CHF | 272,831 CHF | 99.89% | 99.89% |
15/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 273,386 CHF | 274,462 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 108,000 | 108,000 | 107,547 | 107,547 | 271,015 CHF | 272,091 CHF | 98.55% | 98.55% |
13/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 269,881 CHF | 270,957 CHF | 99.97% | 99.97% |
12/11/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 108,000 | 108,000 | 107,551 | 107,551 | 274,475 CHF | 275,550 CHF | 99.13% | 99.13% |
11/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 275,368 CHF | 276,433 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 274,767 CHF | 275,842 CHF | 99.04% | 99.04% |
07/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 271,777 CHF | 272,812 CHF | 100.00% | 100.00% |