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 | 0.35% | 2.84 CHF | 2.85 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 257,997 CHF | 258,897 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 254,195 CHF | 255,095 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 260,820 CHF | 261,720 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 260,388 CHF | 261,288 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 90,000 | 90,000 | 90,925 | 90,925 | 252,155 CHF | 253,064 CHF | 99.33% | 99.33% |
13/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 252,555 CHF | 253,505 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.64 CHF | 2.65 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 249,969 CHF | 250,879 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 258,101 CHF | 259,001 CHF | 99.93% | 99.93% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 259,140 CHF | 260,040 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 85,000 | 85,000 | 85,783 | 85,783 | 256,084 CHF | 256,942 CHF | 100.00% | 100.00% |