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 | 0.40% | 2.47 CHF | 2.48 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,496,010 CHF | 625,839 CHF | 97.61% | 97.61% |
19/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,473,430 CHF | 616,428 CHF | 89.95% | 89.95% |
18/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,468,080 CHF | 614,198 CHF | 94.59% | 94.59% |
15/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,478,850 CHF | 618,689 CHF | 97.20% | 97.20% |
14/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,497,420 CHF | 626,424 CHF | 98.85% | 98.85% |
13/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,397,460 CHF | 584,774 CHF | 96.05% | 96.05% |
12/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,446,530 CHF | 605,222 CHF | 94.90% | 94.90% |
11/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,481,860 CHF | 619,942 CHF | 94.70% | 94.70% |
08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,457,190 CHF | 609,664 CHF | 90.66% | 90.66% |
07/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,438,070 CHF | 601,695 CHF | 97.98% | 97.98% |