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 | 0.42% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,175,710 CHF | 1,180,710 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,143,860 CHF | 1,148,860 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.30 CHF | 2.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,089,510 CHF | 1,094,510 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,107,670 CHF | 1,112,670 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,139,050 CHF | 1,144,050 CHF | 99.79% | 99.79% |
13/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,105,670 CHF | 1,110,670 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,119,960 CHF | 1,124,960 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,145,170 CHF | 1,150,170 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,222,590 CHF | 1,227,590 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,232,250 CHF | 1,237,250 CHF | 100.00% | 100.00% |