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 | 0.36% | 2.78 CHF | 2.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 684,935 CHF | 274,974 CHF | 99.38% | 99.38% |
19/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 689,808 CHF | 276,923 CHF | 99.38% | 99.38% |
18/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 678,180 CHF | 272,272 CHF | 99.38% | 99.38% |
15/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 663,667 CHF | 266,467 CHF | 99.37% | 99.37% |
14/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 660,533 CHF | 265,213 CHF | 99.38% | 99.38% |
13/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 660,046 CHF | 265,018 CHF | 99.38% | 99.38% |
12/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 634,681 CHF | 254,873 CHF | 99.11% | 99.11% |
11/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 619,915 CHF | 248,966 CHF | 99.38% | 99.38% |
08/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 637,921 CHF | 256,168 CHF | 99.38% | 99.38% |
07/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 621,557 CHF | 249,623 CHF | 98.69% | 98.69% |