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 | 0.43% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,632 CHF | 470,644 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 2.35 CHF | 2.37 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 456,617 CHF | 459,150 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 447,266 CHF | 449,266 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 448,929 CHF | 450,929 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 445,323 CHF | 447,323 CHF | 99.50% | 99.50% |
13/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 449,005 CHF | 450,983 CHF | 99.32% | 99.32% |
12/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 448,948 CHF | 450,948 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 432,262 CHF | 434,262 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 434,327 CHF | 436,327 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 412,679 CHF | 414,638 CHF | 99.13% | 99.13% |