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% | 2.19 CHF | 2.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 484,813 CHF | 162,354 CHF | 98.97% | 98.97% |
19/11/2024 | 0.47% | 2.25 CHF | 2.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 481,253 CHF | 161,168 CHF | 94.94% | 94.94% |
18/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 458,611 CHF | 153,620 CHF | 99.23% | 99.23% |
15/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 457,124 CHF | 153,125 CHF | 99.38% | 99.38% |
14/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 477,334 CHF | 159,861 CHF | 98.22% | 98.22% |
13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 468,022 CHF | 156,757 CHF | 96.91% | 96.91% |
12/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 454,738 CHF | 152,329 CHF | 99.26% | 99.26% |
11/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 462,268 CHF | 154,839 CHF | 98.30% | 98.30% |
08/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 445,341 CHF | 149,197 CHF | 95.70% | 95.70% |
07/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 436,497 CHF | 146,249 CHF | 98.60% | 98.60% |