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 | 0.39% | 2.58 CHF | 2.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 634,109 CHF | 254,644 CHF | 99.38% | 99.38% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 638,926 CHF | 256,570 CHF | 99.38% | 99.38% |
18/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 627,037 CHF | 251,815 CHF | 99.38% | 99.38% |
15/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 612,705 CHF | 246,082 CHF | 99.36% | 99.36% |
14/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 609,890 CHF | 244,956 CHF | 99.38% | 99.38% |
13/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 608,790 CHF | 244,516 CHF | 99.38% | 99.38% |
12/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 584,030 CHF | 234,612 CHF | 99.11% | 99.11% |
11/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 568,954 CHF | 228,581 CHF | 99.38% | 99.38% |
08/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 586,934 CHF | 235,774 CHF | 99.38% | 99.38% |
07/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 570,743 CHF | 229,297 CHF | 98.69% | 98.69% |