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 | 0.34% | 2.89 CHF | 2.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,455,330 CHF | 292,067 CHF | 99.27% | 99.27% |
19/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,441,350 CHF | 289,269 CHF | 99.27% | 99.27% |
18/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,437,430 CHF | 288,487 CHF | 99.27% | 99.27% |
15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,414,830 CHF | 283,965 CHF | 99.27% | 99.27% |
14/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,391,660 CHF | 279,331 CHF | 99.27% | 99.27% |
13/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,391,310 CHF | 279,263 CHF | 99.27% | 99.27% |
12/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,407,390 CHF | 282,479 CHF | 99.25% | 99.25% |
11/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,428,840 CHF | 286,769 CHF | 99.27% | 99.27% |
08/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,405,170 CHF | 282,033 CHF | 99.26% | 99.26% |
07/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,440,000 CHF | 289,000 CHF | 1.12% | 1.12% |