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 | 0.40% | 2.44 CHF | 2.45 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 299,612 CHF | 300,812 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 289,802 CHF | 291,002 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 296,400 CHF | 297,600 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 306,475 CHF | 307,675 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 308,091 CHF | 309,291 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 299,421 CHF | 300,621 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 307,777 CHF | 308,977 CHF | 99.85% | 99.85% |
11/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 315,057 CHF | 316,257 CHF | 99.69% | 99.69% |
08/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 305,885 CHF | 307,085 CHF | 98.81% | 98.81% |
07/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 308,646 CHF | 309,846 CHF | 100.00% | 100.00% |