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 | 0.40% | 2.53 CHF | 2.54 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 225,321 CHF | 226,221 CHF | 100.00% | 100.00% |
20/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 226,994 CHF | 227,894 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 223,172 CHF | 224,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 229,552 CHF | 230,452 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 229,209 CHF | 230,109 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 220,778 CHF | 221,687 CHF | 99.34% | 99.34% |
13/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 219,849 CHF | 220,799 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 218,550 CHF | 219,459 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 226,938 CHF | 227,838 CHF | 99.93% | 99.93% |
08/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 227,863 CHF | 228,763 CHF | 100.00% | 100.00% |