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 | 0.45% | 2.21 CHF | 2.22 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 247,226 CHF | 248,331 CHF | 99.44% | 99.44% |
19/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 251,199 CHF | 252,337 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 247,268 CHF | 248,363 CHF | 99.88% | 99.88% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 247,308 CHF | 248,403 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 248,153 CHF | 249,269 CHF | 98.61% | 98.61% |
13/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 247,896 CHF | 249,002 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 247,065 CHF | 248,169 CHF | 99.88% | 99.88% |
11/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 254,221 CHF | 255,317 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 250,389 CHF | 251,484 CHF | 99.05% | 99.05% |
07/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 255,746 CHF | 256,841 CHF | 100.00% | 100.00% |