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% | 2.19 CHF | 2.20 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 245,752 CHF | 246,858 CHF | 99.37% | 99.37% |
19/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 115,000 | 115,000 | 113,800 | 113,800 | 249,690 CHF | 250,828 CHF | 99.69% | 99.69% |
18/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 245,803 CHF | 246,898 CHF | 99.85% | 99.85% |
15/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 245,812 CHF | 246,907 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 246,548 CHF | 247,664 CHF | 98.52% | 98.52% |
13/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 115,000 | 115,000 | 110,594 | 110,594 | 246,473 CHF | 247,579 CHF | 99.28% | 99.28% |
12/11/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 115,000 | 115,000 | 110,412 | 110,412 | 245,500 CHF | 246,604 CHF | 99.68% | 99.68% |
11/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 252,744 CHF | 253,840 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 248,870 CHF | 249,966 CHF | 99.03% | 99.03% |
07/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 254,194 CHF | 255,289 CHF | 99.85% | 99.85% |