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 | 0.37% | 2.67 CHF | 2.68 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 326,335 CHF | 327,535 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 316,759 CHF | 317,959 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 323,198 CHF | 324,398 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 333,408 CHF | 334,608 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 335,038 CHF | 336,238 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 326,321 CHF | 327,521 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 334,575 CHF | 335,775 CHF | 99.87% | 99.87% |
11/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 341,946 CHF | 343,146 CHF | 99.73% | 99.73% |
08/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 332,680 CHF | 333,880 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 335,405 CHF | 336,605 CHF | 100.00% | 100.00% |