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% | 2.51 CHF | 2.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 618,725 CHF | 248,490 CHF | 99.38% | 99.38% |
19/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 621,626 CHF | 249,650 CHF | 99.38% | 99.38% |
18/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 606,197 CHF | 243,479 CHF | 99.38% | 99.38% |
15/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 593,822 CHF | 238,529 CHF | 99.37% | 99.37% |
14/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 570,408 CHF | 229,163 CHF | 99.38% | 99.38% |
13/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 557,172 CHF | 223,869 CHF | 99.38% | 99.38% |
12/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 559,963 CHF | 224,985 CHF | 99.11% | 99.11% |
11/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 545,880 CHF | 219,352 CHF | 99.38% | 99.38% |
08/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 556,904 CHF | 223,762 CHF | 99.38% | 99.38% |
07/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 546,205 CHF | 219,482 CHF | 98.69% | 98.69% |