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 | 0.46% | 2.11 CHF | 2.12 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 260,012 CHF | 261,212 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 250,319 CHF | 251,519 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 256,800 CHF | 258,000 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 266,875 CHF | 268,075 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 268,621 CHF | 269,821 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 259,970 CHF | 261,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 268,327 CHF | 269,527 CHF | 99.85% | 99.85% |
11/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 275,523 CHF | 276,723 CHF | 99.70% | 99.70% |
08/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 266,438 CHF | 267,638 CHF | 98.83% | 98.83% |
07/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 269,151 CHF | 270,351 CHF | 100.00% | 100.00% |