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 | 0.46% | 2.16 CHF | 2.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,080,000 CHF | 217,000 CHF | 99.27% | 99.27% |
19/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,079,900 CHF | 216,980 CHF | 99.27% | 99.27% |
18/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,079,800 CHF | 216,961 CHF | 99.27% | 99.27% |
15/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,075,000 CHF | 216,000 CHF | 98.71% | 98.71% |
14/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,070,570 CHF | 215,114 CHF | 99.27% | 99.27% |
13/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,075,000 CHF | 216,000 CHF | 99.02% | 99.02% |
12/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,070,750 CHF | 215,151 CHF | 92.98% | 92.98% |
11/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,068,680 CHF | 214,736 CHF | 99.27% | 99.27% |
08/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,066,900 CHF | 214,381 CHF | 99.25% | 99.25% |
07/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,064,520 CHF | 213,904 CHF | 1.12% | 1.12% |