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 | 0.35% | 2.84 CHF | 2.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 648,048 CHF | 216,766 CHF | 98.86% | 98.86% |
19/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 619,372 CHF | 207,207 CHF | 98.72% | 98.72% |
18/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 619,864 CHF | 207,371 CHF | 98.91% | 98.91% |
15/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 621,566 CHF | 207,939 CHF | 98.25% | 98.25% |
14/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 632,541 CHF | 211,597 CHF | 97.05% | 97.05% |
13/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 622,070 CHF | 208,107 CHF | 98.84% | 98.84% |
12/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 644,903 CHF | 215,718 CHF | 98.66% | 98.66% |
11/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 656,476 CHF | 219,575 CHF | 98.87% | 98.87% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 648,470 CHF | 216,907 CHF | 98.18% | 98.18% |
07/11/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 629,794 CHF | 210,681 CHF | 98.16% | 98.16% |