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 | 0.42% | 2.31 CHF | 2.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 529,108 CHF | 177,119 CHF | 98.86% | 98.86% |
19/11/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 501,718 CHF | 167,989 CHF | 98.69% | 98.69% |
18/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 501,142 CHF | 167,797 CHF | 98.90% | 98.90% |
15/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 503,090 CHF | 168,447 CHF | 97.75% | 97.75% |
14/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 513,803 CHF | 172,018 CHF | 97.63% | 97.63% |
13/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 503,291 CHF | 168,514 CHF | 98.84% | 98.84% |
12/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 525,969 CHF | 176,073 CHF | 98.90% | 98.90% |
11/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 537,486 CHF | 179,912 CHF | 98.86% | 98.86% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 529,894 CHF | 177,381 CHF | 95.45% | 95.45% |
07/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 511,050 CHF | 171,100 CHF | 98.17% | 98.17% |