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 | 0.36% | 2.79 CHF | 2.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 689,397 CHF | 691,897 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 683,396 CHF | 685,896 CHF | 99.91% | 99.91% |
18/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 690,219 CHF | 692,719 CHF | 99.91% | 99.91% |
15/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 689,832 CHF | 692,332 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 696,686 CHF | 699,186 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 674,439 CHF | 676,939 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 672,752 CHF | 675,252 CHF | 99.70% | 99.70% |
11/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 661,472 CHF | 663,972 CHF | 99.91% | 99.91% |
08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 633,132 CHF | 635,632 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 633,305 CHF | 635,805 CHF | 95.89% | 95.89% |