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% | 2.42 CHF | 2.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 296,501 CHF | 297,701 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 286,993 CHF | 288,193 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 293,409 CHF | 294,609 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 303,529 CHF | 304,729 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 305,167 CHF | 306,367 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 296,488 CHF | 297,688 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.46 CHF | 2.47 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 304,755 CHF | 305,955 CHF | 99.85% | 99.85% |
11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 312,036 CHF | 313,236 CHF | 99.66% | 99.66% |
08/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 302,872 CHF | 304,072 CHF | 98.76% | 98.76% |
07/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 305,618 CHF | 306,818 CHF | 100.00% | 100.00% |