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 | 0.50% | 2.00 CHF | 2.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 495,346 CHF | 199,139 CHF | 99.16% | 99.16% |
19/11/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 511,603 CHF | 205,641 CHF | 96.92% | 96.92% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 551,403 CHF | 221,561 CHF | 99.22% | 99.22% |
15/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 556,779 CHF | 223,711 CHF | 99.16% | 99.16% |
14/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 569,595 CHF | 228,838 CHF | 99.15% | 99.15% |
13/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 555,145 CHF | 223,058 CHF | 99.17% | 99.17% |
12/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 597,028 CHF | 239,811 CHF | 99.16% | 99.16% |
11/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 621,614 CHF | 249,645 CHF | 99.17% | 99.17% |
08/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 597,304 CHF | 239,922 CHF | 99.17% | 99.17% |
07/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 605,509 CHF | 243,204 CHF | 98.03% | 98.03% |