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 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,190,000 CHF | 239,000 CHF | 99.27% | 99.27% |
19/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,189,720 CHF | 238,944 CHF | 99.27% | 99.27% |
18/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,189,770 CHF | 238,955 CHF | 99.27% | 99.27% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,185,000 CHF | 238,000 CHF | 98.71% | 98.71% |
14/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,180,450 CHF | 237,091 CHF | 99.27% | 99.27% |
13/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,185,000 CHF | 238,000 CHF | 99.02% | 99.02% |
12/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,180,400 CHF | 237,080 CHF | 92.98% | 92.98% |
11/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,178,290 CHF | 236,657 CHF | 99.27% | 99.27% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,176,840 CHF | 236,368 CHF | 99.25% | 99.25% |
07/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,174,260 CHF | 235,853 CHF | 1.12% | 1.12% |