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 | 0.48% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 413,967 CHF | 415,967 CHF | 99.81% | 99.81% |
19/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 404,041 CHF | 406,041 CHF | 99.72% | 99.72% |
18/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 411,155 CHF | 413,155 CHF | 99.71% | 99.71% |
15/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 420,604 CHF | 422,604 CHF | 99.81% | 99.81% |
14/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 424,392 CHF | 426,392 CHF | 99.81% | 99.81% |
13/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 420,870 CHF | 422,870 CHF | 99.81% | 99.81% |
12/11/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 430,199 CHF | 432,199 CHF | 99.51% | 99.51% |
11/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,424 CHF | 439,424 CHF | 99.72% | 99.72% |
08/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 431,088 CHF | 433,088 CHF | 99.81% | 99.81% |
07/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 436,849 CHF | 438,849 CHF | 95.69% | 95.69% |