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% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 213,040 CHF | 213,790 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,795 CHF | 207,545 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,245 CHF | 214,995 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,295 CHF | 219,045 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 216,374 CHF | 217,124 CHF | 99.27% | 99.27% |
13/11/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 75,000 | 75,000 | 74,132 | 74,132 | 205,681 CHF | 206,428 CHF | 99.40% | 99.40% |
12/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 222,561 CHF | 223,311 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 225,416 CHF | 226,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 219,128 CHF | 219,878 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 214,483 CHF | 215,219 CHF | 99.23% | 99.23% |