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 | 0.39% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,692 CHF | 194,442 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,471 CHF | 188,221 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,914 CHF | 195,664 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,983 CHF | 199,733 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,994 CHF | 197,744 CHF | 99.27% | 99.27% |
13/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 186,749 CHF | 187,344 CHF | 99.40% | 99.40% |
12/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 203,225 CHF | 203,975 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,090 CHF | 206,840 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,780 CHF | 200,531 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 195,813 CHF | 196,548 CHF | 99.23% | 99.23% |