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 | 0.42% | 2.33 CHF | 2.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 286,157 CHF | 287,357 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 276,388 CHF | 277,588 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 282,972 CHF | 284,172 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 293,012 CHF | 294,212 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 294,662 CHF | 295,862 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 286,056 CHF | 287,256 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 294,322 CHF | 295,522 CHF | 99.85% | 99.85% |
11/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 301,623 CHF | 302,823 CHF | 99.72% | 99.72% |
08/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 292,508 CHF | 293,708 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 295,262 CHF | 296,462 CHF | 100.00% | 100.00% |