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 | 0.35% | 2.85 CHF | 2.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,016 CHF | 214,766 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,858 CHF | 208,608 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 215,230 CHF | 215,980 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 219,337 CHF | 220,087 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 217,411 CHF | 218,161 CHF | 99.27% | 99.27% |
13/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 74,132 | 74,132 | 206,702 CHF | 207,447 CHF | 99.40% | 99.40% |
12/11/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 223,537 CHF | 224,287 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,388 CHF | 227,138 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 220,133 CHF | 220,883 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 215,461 CHF | 216,196 CHF | 99.23% | 99.23% |