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% | 2.55 CHF | 2.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 506,517 CHF | 508,525 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 2.54 CHF | 2.55 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 493,622 CHF | 496,068 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 485,123 CHF | 487,123 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 486,825 CHF | 488,825 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 483,210 CHF | 485,210 CHF | 99.49% | 99.49% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 486,522 CHF | 488,502 CHF | 99.32% | 99.32% |
12/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 486,795 CHF | 488,795 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 470,262 CHF | 472,262 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 472,198 CHF | 474,198 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 449,345 CHF | 451,305 CHF | 99.13% | 99.13% |