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 | 155,165 | 155,165 | 343,966 CHF | 345,517 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 156,000 | 156,000 | 155,839 | 155,839 | 347,734 CHF | 349,293 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 156,000 | 156,000 | 154,831 | 154,831 | 344,593 CHF | 346,141 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 158,000 | 158,000 | 155,656 | 155,656 | 351,502 CHF | 353,059 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 156,000 | 156,000 | 158,864 | 158,864 | 367,107 CHF | 368,696 CHF | 99.33% | 99.33% |
13/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 162,000 | 162,000 | 160,420 | 160,420 | 375,527 CHF | 377,131 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 158,000 | 158,000 | 155,878 | 155,878 | 351,174 CHF | 352,732 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 156,000 | 156,000 | 156,558 | 156,558 | 355,968 CHF | 357,534 CHF | 99.93% | 99.93% |
08/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 158,000 | 158,000 | 157,102 | 157,102 | 361,430 CHF | 363,001 CHF | 99.40% | 99.40% |
07/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 152,000 | 152,000 | 151,697 | 151,697 | 333,820 CHF | 335,337 CHF | 100.00% | 100.00% |