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% | 2.32 CHF | 2.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 284,207 CHF | 285,407 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 274,454 CHF | 275,654 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 280,907 CHF | 282,107 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 291,168 CHF | 292,368 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 292,697 CHF | 293,897 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 284,064 CHF | 285,264 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 292,353 CHF | 293,553 CHF | 99.85% | 99.85% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 299,555 CHF | 300,755 CHF | 99.69% | 99.69% |
08/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 290,482 CHF | 291,682 CHF | 98.81% | 98.81% |
07/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 293,181 CHF | 294,381 CHF | 100.00% | 100.00% |