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 | 0.35% | 2.88 CHF | 2.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,376 CHF | 215,126 CHF | 99.73% | 99.73% |
19/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 213,830 CHF | 214,580 CHF | 99.85% | 99.85% |
18/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,477 CHF | 207,227 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,089 CHF | 207,839 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 205,694 CHF | 206,444 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,262 CHF | 210,012 CHF | 99.93% | 99.93% |
12/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,028 CHF | 207,778 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,861 CHF | 201,611 CHF | 99.65% | 99.65% |
08/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,425 CHF | 202,175 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,541 CHF | 199,291 CHF | 99.70% | 99.70% |