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 | 0.44% | 2.30 CHF | 2.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 458,187 CHF | 460,187 CHF | 99.08% | 99.08% |
19/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 454,665 CHF | 456,665 CHF | 98.98% | 98.98% |
18/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 465,299 CHF | 467,299 CHF | 98.97% | 98.97% |
15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 475,347 CHF | 477,347 CHF | 99.04% | 99.04% |
14/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,486 CHF | 489,486 CHF | 99.08% | 99.08% |
13/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 473,864 CHF | 475,864 CHF | 99.04% | 99.04% |
12/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 467,734 CHF | 469,734 CHF | 98.73% | 98.73% |
11/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,673 CHF | 447,673 CHF | 98.84% | 98.84% |
08/11/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 436,328 CHF | 438,328 CHF | 99.01% | 99.01% |
07/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,025 CHF | 439,025 CHF | 98.98% | 98.98% |