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 | 0.39% | 2.58 CHF | 2.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,147,100 CHF | 255,912 CHF | 99.16% | 99.16% |
20/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,178,720 CHF | 262,938 CHF | 99.16% | 99.16% |
19/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,214,570 CHF | 270,906 CHF | 99.17% | 99.17% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,213,080 CHF | 270,574 CHF | 99.23% | 99.23% |
15/11/2024 | 0.40% | 2.68 CHF | 2.69 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,123,240 CHF | 250,610 CHF | 99.16% | 99.16% |
14/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,007,790 CHF | 224,954 CHF | 99.15% | 99.15% |
13/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,025,970 CHF | 228,993 CHF | 99.16% | 99.16% |
12/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 998,363 CHF | 222,858 CHF | 99.16% | 99.16% |
11/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,013,250 CHF | 226,167 CHF | 99.17% | 99.17% |
08/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 1,052,500 CHF | 234,889 CHF | 99.16% | 99.16% |