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 | 0.41% | 2.40 CHF | 2.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,442,890 CHF | 482,964 CHF | 99.03% | 99.03% |
19/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,436,080 CHF | 480,692 CHF | 99.37% | 99.37% |
18/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,426,960 CHF | 477,652 CHF | 97.64% | 97.64% |
15/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,408,350 CHF | 471,450 CHF | 98.89% | 98.89% |
14/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,410,120 CHF | 472,040 CHF | 99.37% | 99.37% |
13/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,378,630 CHF | 461,543 CHF | 93.58% | 93.58% |
12/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,378,160 CHF | 461,388 CHF | 96.81% | 96.81% |
11/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,334,540 CHF | 446,845 CHF | 99.35% | 99.35% |
08/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,326,670 CHF | 444,222 CHF | 99.31% | 99.31% |
07/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,299,950 CHF | 435,317 CHF | 98.68% | 98.68% |