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 | 0.50% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 502,913 CHF | 202,165 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 503,849 CHF | 202,540 CHF | 99.38% | 99.38% |
18/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 492,552 CHF | 198,021 CHF | 99.38% | 99.38% |
15/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 490,297 CHF | 197,119 CHF | 99.37% | 99.37% |
14/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 480,823 CHF | 193,329 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 474,400 CHF | 190,760 CHF | 99.04% | 99.04% |
12/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 464,668 CHF | 186,867 CHF | 99.11% | 99.11% |
11/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 466,061 CHF | 187,424 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 480,526 CHF | 193,210 CHF | 99.38% | 99.38% |
07/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 490,974 CHF | 197,390 CHF | 98.69% | 98.69% |