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 | 0.35% | 2.78 CHF | 2.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 340,010 CHF | 341,210 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 330,291 CHF | 331,491 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 336,752 CHF | 337,952 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 346,834 CHF | 348,034 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 348,558 CHF | 349,758 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 339,810 CHF | 341,010 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.82 CHF | 2.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 348,082 CHF | 349,282 CHF | 99.85% | 99.85% |
11/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 355,449 CHF | 356,649 CHF | 99.70% | 99.70% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 346,093 CHF | 347,293 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 349,019 CHF | 350,219 CHF | 100.00% | 100.00% |