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% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 335,317 CHF | 336,517 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 325,693 CHF | 326,893 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 332,147 CHF | 333,347 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 342,161 CHF | 343,361 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 343,811 CHF | 345,011 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 335,220 CHF | 336,420 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 343,441 CHF | 344,641 CHF | 99.86% | 99.86% |
11/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 350,679 CHF | 351,879 CHF | 99.64% | 99.64% |
08/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 341,529 CHF | 342,729 CHF | 98.68% | 98.68% |
07/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 344,375 CHF | 345,575 CHF | 100.00% | 100.00% |