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% | 2.56 CHF | 2.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,290,830 CHF | 1,295,830 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,259,080 CHF | 1,264,080 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,204,830 CHF | 1,209,830 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,223,510 CHF | 1,228,510 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,254,660 CHF | 1,259,660 CHF | 99.91% | 99.91% |
13/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,220,890 CHF | 1,225,890 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,234,560 CHF | 1,239,560 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,259,990 CHF | 1,264,990 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,336,150 CHF | 1,341,150 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,346,060 CHF | 1,351,060 CHF | 100.00% | 100.00% |