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 | 0.39% | 2.59 CHF | 2.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 638,057 CHF | 256,223 CHF | 99.38% | 99.38% |
19/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 640,612 CHF | 257,245 CHF | 99.38% | 99.38% |
18/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 625,594 CHF | 251,238 CHF | 99.38% | 99.38% |
15/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 612,922 CHF | 246,169 CHF | 99.37% | 99.37% |
14/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 589,882 CHF | 236,953 CHF | 99.38% | 99.38% |
13/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 576,437 CHF | 231,575 CHF | 99.38% | 99.38% |
12/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 579,095 CHF | 232,638 CHF | 99.11% | 99.11% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 565,238 CHF | 227,095 CHF | 99.38% | 99.38% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 576,016 CHF | 231,406 CHF | 99.38% | 99.38% |
07/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 565,427 CHF | 227,171 CHF | 98.69% | 98.69% |