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 | 0.52% | 1.88 CHF | 1.89 CHF | 115,000 | 115,000 | 110,505 | 110,505 | 210,781 CHF | 211,886 CHF | 99.29% | 99.29% |
19/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 213,705 CHF | 214,843 CHF | 99.56% | 99.56% |
18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 110,000 | 110,000 | 109,541 | 109,541 | 211,065 CHF | 212,161 CHF | 98.83% | 98.83% |
15/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 211,038 CHF | 212,133 CHF | 99.92% | 99.92% |
14/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 110,000 | 110,000 | 111,612 | 111,612 | 211,269 CHF | 212,385 CHF | 98.61% | 98.61% |
13/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 115,000 | 115,000 | 110,555 | 110,555 | 211,370 CHF | 212,476 CHF | 99.08% | 99.08% |
12/11/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 210,617 CHF | 211,722 CHF | 99.83% | 99.83% |
11/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 218,011 CHF | 219,106 CHF | 99.96% | 99.96% |
08/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 214,123 CHF | 215,218 CHF | 99.04% | 99.04% |
07/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 110,000 | 110,000 | 109,544 | 109,544 | 219,319 CHF | 220,415 CHF | 99.41% | 99.41% |