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% | 2.73 CHF | 2.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 699,182 CHF | 280,673 CHF | 99.38% | 99.38% |
19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 690,875 CHF | 277,350 CHF | 99.38% | 99.38% |
18/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 697,355 CHF | 279,942 CHF | 99.38% | 99.38% |
15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 713,785 CHF | 286,514 CHF | 99.37% | 99.37% |
14/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 715,104 CHF | 287,042 CHF | 99.38% | 99.38% |
13/11/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 701,420 CHF | 281,568 CHF | 99.38% | 99.38% |
12/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 718,822 CHF | 288,529 CHF | 99.11% | 99.11% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 732,531 CHF | 294,013 CHF | 99.38% | 99.38% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 718,436 CHF | 288,374 CHF | 99.38% | 99.38% |
07/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 718,250 CHF | 288,300 CHF | 98.69% | 98.69% |