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 | 0.49% | 2.00 CHF | 2.01 CHF | 115,000 | 115,000 | 110,508 | 110,508 | 224,873 CHF | 225,978 CHF | 99.43% | 99.43% |
19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 228,204 CHF | 229,342 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 225,069 CHF | 226,164 CHF | 99.88% | 99.88% |
15/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 225,060 CHF | 226,156 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 110,000 | 110,000 | 111,613 | 111,613 | 225,437 CHF | 226,553 CHF | 98.58% | 98.58% |
13/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 225,491 CHF | 226,597 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 224,623 CHF | 225,727 CHF | 99.90% | 99.90% |
11/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 232,014 CHF | 233,110 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 228,136 CHF | 229,232 CHF | 99.05% | 99.05% |
07/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 233,375 CHF | 234,471 CHF | 100.00% | 100.00% |