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 | 0.40% | 2.52 CHF | 2.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 621,707 CHF | 624,207 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 615,906 CHF | 618,406 CHF | 99.91% | 99.91% |
18/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 622,409 CHF | 624,909 CHF | 99.91% | 99.91% |
15/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 621,885 CHF | 624,385 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 628,694 CHF | 631,194 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 606,933 CHF | 609,433 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 605,303 CHF | 607,803 CHF | 99.70% | 99.70% |
11/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 594,326 CHF | 596,826 CHF | 99.91% | 99.91% |
08/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 566,402 CHF | 568,902 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 566,446 CHF | 568,946 CHF | 95.89% | 95.89% |