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 | 0.43% | 2.31 CHF | 2.32 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 258,817 CHF | 259,922 CHF | 99.43% | 99.43% |
19/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 263,111 CHF | 264,249 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 258,793 CHF | 259,889 CHF | 99.88% | 99.88% |
15/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 258,828 CHF | 259,923 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 110,000 | 110,000 | 111,614 | 111,614 | 259,778 CHF | 260,894 CHF | 98.56% | 98.56% |
13/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 259,531 CHF | 260,636 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 258,574 CHF | 259,678 CHF | 99.88% | 99.88% |
11/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 265,665 CHF | 266,761 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 261,880 CHF | 262,975 CHF | 99.05% | 99.05% |
07/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 267,224 CHF | 268,319 CHF | 100.00% | 100.00% |