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% | 2.87 CHF | 2.88 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 231,613 CHF | 232,406 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 216,684 CHF | 217,477 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 80,000 | 80,000 | 79,196 | 79,196 | 216,499 CHF | 217,292 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 80,000 | 80,000 | 76,820 | 76,820 | 210,924 CHF | 211,695 CHF | 89.29% | 89.29% |
14/11/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 80,000 | 80,000 | 78,338 | 78,338 | 221,148 CHF | 221,933 CHF | 93.30% | 93.30% |
13/11/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 217,719 CHF | 218,511 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 80,000 | 80,000 | 79,091 | 79,091 | 229,522 CHF | 230,313 CHF | 99.76% | 99.76% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 235,802 CHF | 236,595 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.92 CHF | 2.93 CHF | 80,000 | 80,000 | 76,905 | 76,905 | 224,761 CHF | 225,550 CHF | 94.26% | 94.26% |
07/11/2024 | 0.37% | 2.88 CHF | 2.89 CHF | 80,000 | 80,000 | 78,250 | 78,250 | 218,597 CHF | 219,381 CHF | 92.48% | 92.48% |