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 | 0.41% | 2.41 CHF | 2.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,099,160 CHF | 367,888 CHF | 99.44% | 99.44% |
19/11/2024 | 0.41% | 2.44 CHF | 2.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,104,270 CHF | 369,590 CHF | 98.95% | 98.95% |
18/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,101,810 CHF | 368,769 CHF | 97.50% | 97.50% |
15/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,100,160 CHF | 368,221 CHF | 99.44% | 99.44% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,079,170 CHF | 361,222 CHF | 99.44% | 99.44% |
13/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,039,090 CHF | 347,862 CHF | 96.99% | 96.99% |
12/11/2024 | 0.42% | 2.30 CHF | 2.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,066,200 CHF | 356,900 CHF | 96.92% | 96.92% |
11/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,099,710 CHF | 368,071 CHF | 99.47% | 99.47% |
08/11/2024 | 0.40% | 2.42 CHF | 2.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,111,260 CHF | 371,921 CHF | 90.60% | 90.60% |
07/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,141,690 CHF | 382,064 CHF | 98.70% | 98.70% |