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 | 0.38% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 293,698 CHF | 294,803 CHF | 99.43% | 99.43% |
19/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 299,032 CHF | 300,170 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 293,503 CHF | 294,599 CHF | 99.88% | 99.88% |
15/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 293,560 CHF | 294,656 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 295,191 CHF | 296,308 CHF | 98.60% | 98.60% |
13/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 294,563 CHF | 295,669 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 293,604 CHF | 294,708 CHF | 99.90% | 99.90% |
11/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 300,381 CHF | 301,476 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 296,690 CHF | 297,785 CHF | 99.05% | 99.05% |
07/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 302,138 CHF | 303,234 CHF | 100.00% | 100.00% |