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 | 0.47% | 2.09 CHF | 2.10 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 233,839 CHF | 234,944 CHF | 99.20% | 99.20% |
19/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 115,000 | 115,000 | 113,802 | 113,802 | 237,403 CHF | 238,541 CHF | 99.26% | 99.26% |
18/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 233,960 CHF | 235,056 CHF | 99.82% | 99.82% |
15/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 233,955 CHF | 235,050 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 234,549 CHF | 235,665 CHF | 98.43% | 98.43% |
13/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 115,000 | 115,000 | 110,568 | 110,568 | 234,447 CHF | 235,552 CHF | 99.35% | 99.35% |
12/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 233,628 CHF | 234,732 CHF | 99.87% | 99.87% |
11/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 240,906 CHF | 242,001 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 237,054 CHF | 238,150 CHF | 99.03% | 99.03% |
07/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 110,000 | 110,000 | 109,544 | 109,544 | 242,335 CHF | 243,431 CHF | 99.41% | 99.41% |