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 | 0.43% | 2.31 CHF | 2.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,164,930 CHF | 233,986 CHF | 99.27% | 99.27% |
19/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,150,140 CHF | 231,029 CHF | 99.27% | 99.27% |
18/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,146,740 CHF | 230,349 CHF | 99.27% | 99.27% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,124,300 CHF | 225,860 CHF | 99.27% | 99.27% |
14/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,101,660 CHF | 221,331 CHF | 99.27% | 99.27% |
13/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,101,310 CHF | 221,263 CHF | 99.27% | 99.27% |
12/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,116,920 CHF | 224,385 CHF | 99.25% | 99.25% |
11/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,138,500 CHF | 228,699 CHF | 99.27% | 99.27% |
08/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,115,170 CHF | 224,033 CHF | 99.25% | 99.25% |
07/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,150,000 CHF | 231,000 CHF | 1.12% | 1.12% |