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 | 0.46% | 2.24 CHF | 2.25 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 254,677 CHF | 255,821 CHF | 99.89% | 99.89% |
19/11/2024 | 0.47% | 2.22 CHF | 2.23 CHF | 280,000 | 280,000 | 110,665 | 110,665 | 242,483 CHF | 243,591 CHF | 99.95% | 99.95% |
18/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 280,000 | 280,000 | 107,062 | 107,062 | 235,412 CHF | 236,485 CHF | 99.89% | 99.89% |
15/11/2024 | 0.47% | 2.22 CHF | 2.23 CHF | 280,000 | 280,000 | 111,145 | 111,145 | 243,249 CHF | 244,364 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 233,128 CHF | 234,220 CHF | 99.76% | 99.76% |
13/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 251,682 CHF | 252,819 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 280,000 | 280,000 | 111,379 | 111,379 | 243,831 CHF | 244,946 CHF | 99.95% | 99.95% |
11/11/2024 | 0.49% | 2.13 CHF | 2.14 CHF | 270,000 | 270,000 | 102,900 | 102,900 | 212,730 CHF | 213,761 CHF | 99.35% | 99.35% |
08/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 208,494 CHF | 209,527 CHF | 99.53% | 99.53% |
07/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 260,000 | 260,000 | 108,125 | 108,125 | 224,560 CHF | 225,644 CHF | 99.86% | 99.86% |