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 | 0.44% | 2.22 CHF | 2.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,351,880 CHF | 452,626 CHF | 98.89% | 98.89% |
19/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,320,180 CHF | 442,059 CHF | 97.93% | 97.93% |
18/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,367,250 CHF | 457,750 CHF | 97.07% | 97.07% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,356,760 CHF | 454,255 CHF | 98.27% | 98.27% |
14/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,328,460 CHF | 444,821 CHF | 98.91% | 98.91% |
13/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,314,660 CHF | 440,221 CHF | 86.82% | 86.82% |
12/11/2024 | 0.44% | 2.19 CHF | 2.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,348,570 CHF | 451,523 CHF | 96.40% | 96.40% |
11/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,343,200 CHF | 449,733 CHF | 98.94% | 98.94% |
08/11/2024 | 0.46% | 2.15 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,303,250 CHF | 436,415 CHF | 90.24% | 90.24% |
07/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,387,610 CHF | 464,537 CHF | 98.25% | 98.25% |