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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.45% | 2.34 CHF | 2.35 CHF | 160,000 | 160,000 | 78,010 | 78,010 | 179,437 CHF | 180,220 CHF | 100.00% | 100.00% |
22/11/2024 | 0.95% | 2.22 CHF | 2.23 CHF | 162,000 | 162,000 | 52,556 | 52,556 | 116,315 CHF | 116,902 CHF | 100.00% | 100.00% |
20/11/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 164,000 | 164,000 | 79,382 | 79,382 | 177,626 CHF | 178,422 CHF | 99.90% | 99.90% |
19/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 164,000 | 164,000 | 80,050 | 80,050 | 177,210 CHF | 178,012 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 2.29 CHF | 2.30 CHF | 162,000 | 162,000 | 78,612 | 78,612 | 173,241 CHF | 174,028 CHF | 99.86% | 99.86% |
15/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 166,000 | 166,000 | 80,588 | 80,588 | 174,669 CHF | 175,476 CHF | 99.99% | 99.99% |
14/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 162,000 | 162,000 | 77,112 | 77,112 | 179,055 CHF | 179,827 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 160,000 | 160,000 | 77,561 | 77,561 | 188,019 CHF | 188,796 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 158,000 | 158,000 | 75,069 | 75,069 | 190,950 CHF | 191,702 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 154,000 | 154,000 | 74,337 | 74,337 | 193,577 CHF | 194,322 CHF | 100.00% | 100.00% |