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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,434,610 CHF | 600,254 CHF | 98.00% | 98.00% |
22/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,384,530 CHF | 579,386 CHF | 98.68% | 98.68% |
20/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,364,780 CHF | 571,157 CHF | 97.61% | 97.61% |
19/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,342,310 CHF | 561,798 CHF | 89.96% | 89.96% |
18/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,336,510 CHF | 559,379 CHF | 94.87% | 94.87% |
15/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,346,950 CHF | 563,729 CHF | 97.22% | 97.22% |
14/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,365,770 CHF | 571,570 CHF | 98.86% | 98.86% |
13/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,265,870 CHF | 529,945 CHF | 96.15% | 96.15% |
12/11/2024 | 0.46% | 2.15 CHF | 2.15 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,315,120 CHF | 550,467 CHF | 94.96% | 94.96% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,350,290 CHF | 565,120 CHF | 94.69% | 94.69% |