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 | 1.12% | 2.61 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,144 CHF | 202,394 CHF | 98.82% | 98.82% |
19/11/2024 | 0.76% | 2.61 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,421 CHF | 198,921 CHF | 99.84% | 99.84% |
18/11/2024 | 0.84% | 2.66 CHF | 2.68 CHF | 75,000 | 75,000 | 70,004 | 70,004 | 183,286 CHF | 184,786 CHF | 96.90% | 96.90% |
15/11/2024 | 0.77% | 2.61 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,235 CHF | 194,735 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 2.55 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,114 CHF | 187,614 CHF | 99.57% | 99.57% |
13/11/2024 | 0.84% | 2.41 CHF | 2.43 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 178,250 CHF | 179,746 CHF | 99.32% | 99.32% |
12/11/2024 | 0.83% | 2.31 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 178,987 CHF | 180,487 CHF | 99.36% | 99.36% |
11/11/2024 | 0.80% | 2.50 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,369 CHF | 187,869 CHF | 93.97% | 93.97% |
08/11/2024 | 0.84% | 2.35 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,537 CHF | 179,037 CHF | 99.79% | 99.79% |
07/11/2024 | 0.82% | 2.47 CHF | 2.49 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 183,442 CHF | 184,942 CHF | 96.70% | 96.70% |