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 | 0.38% | 2.68 CHF | 2.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,543 CHF | 200,293 CHF | 99.73% | 99.73% |
19/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,928 CHF | 199,678 CHF | 99.84% | 99.84% |
18/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,570 CHF | 192,320 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 192,191 CHF | 192,941 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,823 CHF | 191,573 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,338 CHF | 195,088 CHF | 99.93% | 99.93% |
12/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 192,100 CHF | 192,850 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,941 CHF | 186,691 CHF | 99.65% | 99.65% |
08/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,517 CHF | 187,267 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,632 CHF | 184,382 CHF | 99.70% | 99.70% |