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 | 0.37% | 2.66 CHF | 2.67 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 297,793 CHF | 298,898 CHF | 99.34% | 99.34% |
19/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 115,000 | 115,000 | 113,802 | 113,802 | 303,217 CHF | 304,355 CHF | 99.54% | 99.54% |
18/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 110,000 | 110,000 | 109,539 | 109,539 | 297,447 CHF | 298,543 CHF | 98.34% | 98.34% |
15/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 297,568 CHF | 298,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 299,203 CHF | 300,319 CHF | 98.59% | 98.59% |
13/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 115,000 | 115,000 | 110,577 | 110,577 | 298,565 CHF | 299,671 CHF | 99.60% | 99.60% |
12/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 297,562 CHF | 298,666 CHF | 99.64% | 99.64% |
11/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 304,429 CHF | 305,524 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 300,672 CHF | 301,768 CHF | 99.04% | 99.04% |
07/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 110,000 | 110,000 | 109,541 | 109,541 | 306,220 CHF | 307,316 CHF | 98.90% | 98.90% |