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 | 0.54% | 1.81 CHF | 1.82 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 293,607 CHF | 295,204 CHF | 99.44% | 99.44% |
19/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 164,000 | 164,000 | 162,721 | 162,721 | 290,551 CHF | 292,178 CHF | 99.41% | 99.41% |
18/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 296,890 CHF | 298,484 CHF | 99.88% | 99.88% |
15/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 294,122 CHF | 295,715 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 290,100 CHF | 291,713 CHF | 98.60% | 98.60% |
13/11/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 164,000 | 164,000 | 162,909 | 162,909 | 288,801 CHF | 290,430 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 292,692 CHF | 294,290 CHF | 99.90% | 99.90% |
11/11/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 160,000 | 160,000 | 159,795 | 159,795 | 291,646 CHF | 293,244 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 164,000 | 164,000 | 162,820 | 162,820 | 285,353 CHF | 286,982 CHF | 98.51% | 98.51% |
07/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 160,000 | 160,000 | 156,115 | 156,115 | 295,972 CHF | 297,533 CHF | 100.00% | 100.00% |