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% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,263 CHF | 192,013 CHF | 99.39% | 99.39% |
19/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,514 CHF | 187,264 CHF | 99.27% | 99.27% |
18/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,367 CHF | 190,117 CHF | 99.29% | 99.29% |
15/11/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,420 CHF | 197,170 CHF | 99.39% | 99.39% |
14/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,995 CHF | 197,745 CHF | 99.36% | 99.36% |
13/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,119 CHF | 196,869 CHF | 99.36% | 99.36% |
12/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,283 CHF | 200,033 CHF | 99.07% | 99.07% |
11/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 208,584 CHF | 209,334 CHF | 99.27% | 99.27% |
08/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,733 CHF | 201,483 CHF | 99.39% | 99.39% |
07/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,181 CHF | 204,931 CHF | 99.25% | 99.25% |