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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 503,161 CHF | 505,661 CHF | 100.00% | 100.00% |
20/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 471,173 CHF | 473,673 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 465,803 CHF | 468,303 CHF | 99.91% | 99.91% |
18/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 471,353 CHF | 473,853 CHF | 99.91% | 99.91% |
15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 470,908 CHF | 473,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 477,429 CHF | 479,929 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 456,831 CHF | 459,331 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 455,302 CHF | 457,802 CHF | 99.70% | 99.70% |
11/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 444,778 CHF | 447,278 CHF | 99.91% | 99.91% |
08/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 418,026 CHF | 420,526 CHF | 100.00% | 100.00% |