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 | 0.34% | 2.87 CHF | 2.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,305,020 CHF | 436,505 CHF | 99.44% | 99.44% |
19/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,309,850 CHF | 438,115 CHF | 98.95% | 98.95% |
18/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,308,050 CHF | 437,515 CHF | 97.67% | 97.67% |
15/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,306,760 CHF | 437,086 CHF | 99.44% | 99.44% |
14/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,285,430 CHF | 429,977 CHF | 99.44% | 99.44% |
13/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,245,320 CHF | 416,608 CHF | 97.00% | 97.00% |
12/11/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,272,200 CHF | 425,567 CHF | 96.84% | 96.84% |
11/11/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,306,050 CHF | 436,849 CHF | 99.47% | 99.47% |
08/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,317,780 CHF | 440,759 CHF | 90.60% | 90.60% |
07/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,349,030 CHF | 451,178 CHF | 98.71% | 98.71% |