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 | 0.46% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 218,286 CHF | 219,278 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 216,835 CHF | 217,826 CHF | 98.89% | 98.89% |
18/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 211,942 CHF | 212,934 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,697 CHF | 216,697 CHF | 72.12% | 72.12% |
14/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 217,384 CHF | 218,376 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 220,808 CHF | 221,800 CHF | 99.82% | 99.82% |
12/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 221,107 CHF | 222,099 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100,000 | 100,000 | 99,001 | 99,001 | 216,173 CHF | 217,164 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 215,243 CHF | 216,235 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 204,204 CHF | 205,196 CHF | 100.00% | 100.00% |