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% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 164,306 CHF | 165,056 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,589 CHF | 160,339 CHF | 99.26% | 99.26% |
18/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,345 CHF | 163,095 CHF | 99.30% | 99.30% |
15/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,381 CHF | 170,131 CHF | 99.38% | 99.38% |
14/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,990 CHF | 170,740 CHF | 99.38% | 99.38% |
13/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,108 CHF | 169,858 CHF | 99.39% | 99.39% |
12/11/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,291 CHF | 173,041 CHF | 99.07% | 99.07% |
11/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,566 CHF | 182,316 CHF | 99.27% | 99.27% |
08/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,688 CHF | 174,438 CHF | 99.39% | 99.39% |
07/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,037 CHF | 177,787 CHF | 99.27% | 99.27% |