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 | 0.39% | 2.53 CHF | 2.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 578,293 CHF | 193,514 CHF | 98.86% | 98.86% |
19/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 549,704 CHF | 183,985 CHF | 98.71% | 98.71% |
18/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 549,939 CHF | 184,063 CHF | 98.89% | 98.89% |
15/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 551,520 CHF | 184,590 CHF | 98.16% | 98.16% |
14/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 562,667 CHF | 188,306 CHF | 97.68% | 97.68% |
13/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 552,147 CHF | 184,799 CHF | 98.85% | 98.85% |
12/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 575,034 CHF | 192,428 CHF | 98.65% | 98.65% |
11/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 586,563 CHF | 196,271 CHF | 98.88% | 98.88% |
08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 578,387 CHF | 193,546 CHF | 98.67% | 98.67% |
07/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 559,455 CHF | 187,235 CHF | 98.18% | 98.18% |