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% | 2.56 CHF | 2.57 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 312,930 CHF | 314,130 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 303,259 CHF | 304,459 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 309,740 CHF | 310,940 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 319,869 CHF | 321,069 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 321,579 CHF | 322,779 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 312,894 CHF | 314,094 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 321,127 CHF | 322,327 CHF | 99.85% | 99.85% |
11/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 328,502 CHF | 329,702 CHF | 99.72% | 99.72% |
08/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 319,293 CHF | 320,493 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 321,951 CHF | 323,151 CHF | 100.00% | 100.00% |