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 | 0.48% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 521,365 CHF | 209,546 CHF | 99.16% | 99.16% |
19/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 528,123 CHF | 212,249 CHF | 99.16% | 99.16% |
18/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 527,565 CHF | 212,026 CHF | 99.21% | 99.21% |
15/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 520,995 CHF | 209,398 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 517,885 CHF | 208,154 CHF | 99.15% | 99.15% |
13/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 531,303 CHF | 213,521 CHF | 99.16% | 99.16% |
12/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 520,715 CHF | 209,286 CHF | 99.15% | 99.15% |
11/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 502,854 CHF | 202,142 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 508,097 CHF | 204,239 CHF | 99.16% | 99.16% |
07/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 492,481 CHF | 197,992 CHF | 97.98% | 97.98% |