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 | 0.37% | 2.73 CHF | 2.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 679,094 CHF | 272,638 CHF | 99.38% | 99.38% |
19/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 677,307 CHF | 271,923 CHF | 99.38% | 99.38% |
18/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 652,794 CHF | 262,118 CHF | 99.38% | 99.38% |
15/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 654,697 CHF | 262,879 CHF | 99.37% | 99.37% |
14/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 650,292 CHF | 261,117 CHF | 99.38% | 99.38% |
13/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 662,263 CHF | 265,905 CHF | 99.38% | 99.38% |
12/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 654,745 CHF | 262,898 CHF | 99.11% | 99.11% |
11/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 634,357 CHF | 254,743 CHF | 99.38% | 99.38% |
08/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 636,416 CHF | 255,567 CHF | 99.38% | 99.38% |
07/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 626,826 CHF | 251,730 CHF | 98.69% | 98.69% |