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 | 0.39% | 2.59 CHF | 2.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 572,554 CHF | 191,601 CHF | 98.97% | 98.97% |
19/11/2024 | 0.40% | 2.64 CHF | 2.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 568,527 CHF | 190,259 CHF | 94.94% | 94.94% |
18/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 544,347 CHF | 182,199 CHF | 98.75% | 98.75% |
15/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 542,930 CHF | 181,727 CHF | 99.39% | 99.39% |
14/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 564,579 CHF | 188,943 CHF | 98.23% | 98.23% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 553,763 CHF | 185,338 CHF | 96.91% | 96.91% |
12/11/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 540,365 CHF | 180,872 CHF | 99.26% | 99.26% |
11/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 547,862 CHF | 183,371 CHF | 98.31% | 98.31% |
08/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 529,377 CHF | 177,209 CHF | 99.32% | 99.32% |
07/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 520,412 CHF | 174,221 CHF | 98.61% | 98.61% |