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 | 0.36% | 2.75 CHF | 2.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 208,797 CHF | 209,547 CHF | 99.39% | 99.39% |
19/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,011 CHF | 206,761 CHF | 99.31% | 99.31% |
18/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,642 CHF | 211,392 CHF | 99.31% | 99.31% |
15/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,638 CHF | 211,388 CHF | 99.39% | 99.39% |
14/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,500 CHF | 208,250 CHF | 99.34% | 99.34% |
13/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,213 CHF | 209,963 CHF | 99.39% | 99.39% |
12/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 208,775 CHF | 209,525 CHF | 99.07% | 99.07% |
11/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 216,511 CHF | 217,261 CHF | 99.31% | 99.31% |
08/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 213,225 CHF | 213,975 CHF | 99.39% | 99.39% |
07/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 217,814 CHF | 218,564 CHF | 99.24% | 99.24% |