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 | 0.44% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 271,429 CHF | 272,629 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 261,888 CHF | 263,088 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 268,333 CHF | 269,533 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 278,404 CHF | 279,604 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 280,080 CHF | 281,280 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 271,386 CHF | 272,586 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 279,774 CHF | 280,974 CHF | 99.85% | 99.85% |
11/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 286,981 CHF | 288,181 CHF | 99.69% | 99.69% |
08/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 277,779 CHF | 278,979 CHF | 98.81% | 98.81% |
07/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 280,704 CHF | 281,904 CHF | 100.00% | 100.00% |