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 | 0.41% | 2.42 CHF | 2.43 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 270,362 CHF | 271,467 CHF | 99.43% | 99.43% |
19/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 274,980 CHF | 276,118 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 270,254 CHF | 271,350 CHF | 99.88% | 99.88% |
15/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 270,322 CHF | 271,418 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 110,000 | 110,000 | 111,615 | 111,615 | 271,545 CHF | 272,661 CHF | 98.53% | 98.53% |
13/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 271,078 CHF | 272,184 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 270,196 CHF | 271,300 CHF | 99.89% | 99.89% |
11/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 277,210 CHF | 278,306 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 273,398 CHF | 274,494 CHF | 99.05% | 99.05% |
07/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 278,847 CHF | 279,943 CHF | 100.00% | 100.00% |