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 | 0.34% | 2.85 CHF | 2.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 348,229 CHF | 349,429 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 338,593 CHF | 339,793 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 345,133 CHF | 346,333 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 355,204 CHF | 356,404 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 356,767 CHF | 357,967 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 348,088 CHF | 349,288 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 356,409 CHF | 357,609 CHF | 99.85% | 99.85% |
11/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 363,636 CHF | 364,836 CHF | 99.69% | 99.69% |
08/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 354,471 CHF | 355,671 CHF | 98.80% | 98.80% |
07/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 357,218 CHF | 358,418 CHF | 100.00% | 100.00% |