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 | 0.45% | 2.23 CHF | 2.24 CHF | 156,000 | 156,000 | 155,164 | 155,164 | 344,817 CHF | 346,369 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 156,000 | 156,000 | 155,839 | 155,839 | 348,494 CHF | 350,053 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 156,000 | 156,000 | 154,832 | 154,832 | 345,178 CHF | 346,726 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 158,000 | 158,000 | 155,657 | 155,657 | 352,350 CHF | 353,907 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 368,050 CHF | 369,639 CHF | 99.39% | 99.39% |
13/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 162,000 | 162,000 | 160,421 | 160,421 | 376,335 CHF | 377,939 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 352,003 CHF | 353,562 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 356,699 CHF | 358,265 CHF | 99.93% | 99.93% |
08/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 362,167 CHF | 363,738 CHF | 99.40% | 99.40% |
07/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 334,600 CHF | 336,117 CHF | 100.00% | 100.00% |