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 | 0.44% | 2.22 CHF | 2.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 508,576 CHF | 170,275 CHF | 98.86% | 98.86% |
19/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 480,149 CHF | 160,800 CHF | 98.68% | 98.68% |
18/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 480,080 CHF | 160,777 CHF | 98.90% | 98.90% |
15/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 481,561 CHF | 161,270 CHF | 97.98% | 97.98% |
14/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 492,831 CHF | 165,027 CHF | 97.17% | 97.17% |
13/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 482,352 CHF | 161,534 CHF | 98.83% | 98.83% |
12/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 505,259 CHF | 169,170 CHF | 98.65% | 98.65% |
11/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 516,742 CHF | 172,997 CHF | 98.88% | 98.88% |
08/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 508,431 CHF | 170,227 CHF | 98.74% | 98.74% |
07/11/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 489,322 CHF | 163,857 CHF | 98.15% | 98.15% |