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 | 0.38% | 2.58 CHF | 2.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 589,366 CHF | 197,205 CHF | 98.71% | 98.71% |
19/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 561,013 CHF | 187,754 CHF | 98.56% | 98.56% |
18/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 560,741 CHF | 187,664 CHF | 98.86% | 98.86% |
15/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 562,721 CHF | 188,324 CHF | 98.70% | 98.70% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 573,635 CHF | 191,962 CHF | 97.82% | 97.82% |
13/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 563,259 CHF | 188,503 CHF | 98.84% | 98.84% |
12/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 585,827 CHF | 196,026 CHF | 99.17% | 99.17% |
11/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 597,613 CHF | 199,954 CHF | 98.73% | 98.73% |
08/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 589,604 CHF | 197,285 CHF | 98.79% | 98.79% |
07/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 571,041 CHF | 191,097 CHF | 98.15% | 98.15% |