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 | 0.43% | 2.28 CHF | 2.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 521,275 CHF | 174,508 CHF | 98.86% | 98.86% |
19/11/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 493,205 CHF | 165,152 CHF | 98.69% | 98.69% |
18/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 492,491 CHF | 164,914 CHF | 98.90% | 98.90% |
15/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 494,301 CHF | 165,517 CHF | 98.02% | 98.02% |
14/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 505,305 CHF | 169,185 CHF | 97.64% | 97.64% |
13/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 494,889 CHF | 165,713 CHF | 98.84% | 98.84% |
12/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 517,465 CHF | 173,238 CHF | 98.25% | 98.25% |
11/11/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 529,220 CHF | 177,157 CHF | 98.88% | 98.88% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 521,338 CHF | 174,529 CHF | 98.73% | 98.73% |
07/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 502,399 CHF | 168,216 CHF | 98.15% | 98.15% |