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 | 0.49% | 2.08 CHF | 2.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 512,944 CHF | 515,444 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 507,537 CHF | 510,037 CHF | 99.91% | 99.91% |
18/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 513,297 CHF | 515,797 CHF | 99.90% | 99.90% |
15/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 512,836 CHF | 515,336 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 519,371 CHF | 521,871 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 498,431 CHF | 500,931 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250,000 | 250,000 | 249,999 | 250,000 | 496,778 CHF | 499,280 CHF | 99.70% | 99.70% |
11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 486,044 CHF | 488,544 CHF | 99.91% | 99.91% |
08/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 459,095 CHF | 461,595 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 458,794 CHF | 461,294 CHF | 95.89% | 95.89% |