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 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,020,150 CHF | 205,030 CHF | 99.27% | 99.27% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,019,680 CHF | 204,935 CHF | 99.27% | 99.27% |
18/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,019,460 CHF | 204,891 CHF | 99.27% | 99.27% |
15/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,014,620 CHF | 203,925 CHF | 98.71% | 98.71% |
14/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,010,000 CHF | 203,000 CHF | 99.27% | 99.27% |
13/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,014,810 CHF | 203,962 CHF | 99.02% | 99.02% |
12/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,007,580 CHF | 202,515 CHF | 92.98% | 92.98% |
11/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,005,010 CHF | 202,003 CHF | 99.27% | 99.27% |
08/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,002,530 CHF | 201,507 CHF | 99.25% | 99.25% |
07/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,000,000 CHF | 201,000 CHF | 1.12% | 1.12% |