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 | 0.41% | 2.66 CHF | 2.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 528,774 CHF | 530,921 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.65 CHF | 2.67 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 515,408 CHF | 517,914 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 507,533 CHF | 509,533 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 509,016 CHF | 511,016 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 505,467 CHF | 507,467 CHF | 99.50% | 99.50% |
13/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 508,511 CHF | 510,488 CHF | 99.32% | 99.32% |
12/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 509,118 CHF | 511,118 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 492,612 CHF | 494,612 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 494,463 CHF | 496,463 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 470,846 CHF | 472,806 CHF | 99.13% | 99.13% |