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 | 0.39% | 2.57 CHF | 2.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,352 CHF | 254,352 CHF | 99.73% | 99.73% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 254,065 CHF | 255,065 CHF | 99.81% | 99.81% |
18/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,971 CHF | 254,971 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,682 CHF | 251,682 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 248,964 CHF | 249,964 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 258,728 CHF | 259,728 CHF | 99.92% | 99.92% |
12/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 255,970 CHF | 256,970 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 249,974 CHF | 250,974 CHF | 99.65% | 99.65% |
08/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 248,357 CHF | 249,357 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 242,306 CHF | 243,306 CHF | 99.70% | 99.70% |