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 | 0.44% | 2.28 CHF | 2.29 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 225,577 CHF | 226,569 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 224,073 CHF | 225,065 CHF | 98.89% | 98.89% |
18/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 219,335 CHF | 220,327 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,011 CHF | 224,011 CHF | 72.12% | 72.12% |
14/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 224,686 CHF | 225,677 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 228,015 CHF | 229,006 CHF | 99.82% | 99.82% |
12/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 228,382 CHF | 229,373 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 99,004 | 99,004 | 223,419 CHF | 224,410 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 222,545 CHF | 223,537 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 211,429 CHF | 212,421 CHF | 100.00% | 100.00% |