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 | 0.38% | 2.68 CHF | 2.69 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 224,804 CHF | 225,654 CHF | 99.73% | 99.73% |
19/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 225,653 CHF | 226,503 CHF | 99.82% | 99.82% |
18/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 220,381 CHF | 221,231 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 216,225 CHF | 217,075 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 208,235 CHF | 209,085 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 203,700 CHF | 204,550 CHF | 99.92% | 99.92% |
12/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 204,676 CHF | 205,526 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 199,828 CHF | 200,678 CHF | 99.65% | 99.65% |
08/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 203,623 CHF | 204,473 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 199,898 CHF | 200,748 CHF | 99.70% | 99.70% |