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 | 0.37% | 2.68 CHF | 2.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,192 CHF | 201,942 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,926 CHF | 195,676 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,311 CHF | 203,061 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,429 CHF | 207,179 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,494 CHF | 205,244 CHF | 99.27% | 99.27% |
13/11/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 74,132 | 74,132 | 194,010 CHF | 194,757 CHF | 99.40% | 99.40% |
12/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,629 CHF | 211,379 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 213,475 CHF | 214,225 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,234 CHF | 207,984 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 203,052 CHF | 203,788 CHF | 99.23% | 99.23% |