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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 960,209 CHF | 214,380 CHF | 99.16% | 99.16% |
20/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 991,858 CHF | 221,413 CHF | 99.16% | 99.16% |
19/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,027,660 CHF | 229,369 CHF | 99.16% | 99.16% |
18/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,026,270 CHF | 229,060 CHF | 99.20% | 99.20% |
15/11/2024 | 0.48% | 2.27 CHF | 2.28 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 936,416 CHF | 209,092 CHF | 99.16% | 99.16% |
14/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 820,886 CHF | 183,419 CHF | 99.15% | 99.15% |
13/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 839,275 CHF | 187,506 CHF | 99.16% | 99.16% |
12/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 811,104 CHF | 181,245 CHF | 99.15% | 99.15% |
11/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 826,638 CHF | 184,697 CHF | 99.16% | 99.16% |
08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 865,850 CHF | 193,411 CHF | 99.17% | 99.17% |