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% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 490,347 CHF | 492,348 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.46 CHF | 2.47 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 477,867 CHF | 480,197 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,985 CHF | 470,985 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 470,711 CHF | 472,711 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 466,997 CHF | 468,997 CHF | 99.49% | 99.49% |
13/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 470,447 CHF | 472,430 CHF | 99.32% | 99.32% |
12/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 470,480 CHF | 472,480 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 454,080 CHF | 456,080 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 456,070 CHF | 458,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 433,713 CHF | 435,671 CHF | 99.13% | 99.13% |