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 | 0.46% | 2.13 CHF | 2.14 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 120,554 CHF | 121,114 CHF | 99.49% | 99.49% |
19/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 56,000 | 56,000 | 56,528 | 56,528 | 120,203 CHF | 120,768 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 121,574 CHF | 122,134 CHF | 99.90% | 99.90% |
15/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 120,894 CHF | 121,454 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 56,000 | 56,000 | 58,616 | 58,616 | 122,675 CHF | 123,261 CHF | 98.67% | 98.67% |
13/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 60,000 | 60,000 | 58,264 | 58,264 | 121,928 CHF | 122,511 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 120,956 CHF | 121,516 CHF | 99.88% | 99.88% |
11/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 122,894 CHF | 123,454 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 121,273 CHF | 121,833 CHF | 99.04% | 99.04% |
07/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 124,539 CHF | 125,099 CHF | 100.00% | 100.00% |