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 | 0.34% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 220,876 CHF | 221,626 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,666 CHF | 215,416 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 222,063 CHF | 222,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,137 CHF | 226,887 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,221 CHF | 224,971 CHF | 99.27% | 99.27% |
13/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 74,132 | 74,132 | 213,437 CHF | 214,183 CHF | 99.40% | 99.40% |
12/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 230,420 CHF | 231,170 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 233,290 CHF | 234,040 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,948 CHF | 227,698 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 3.07 CHF | 3.08 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 222,042 CHF | 222,776 CHF | 99.23% | 99.23% |