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 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 205,949 CHF | 206,699 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,816 CHF | 200,566 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,063 CHF | 207,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,265 CHF | 212,015 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,221 CHF | 209,971 CHF | 99.27% | 99.27% |
13/11/2024 | 0.38% | 2.73 CHF | 2.74 CHF | 75,000 | 75,000 | 74,132 | 74,132 | 198,700 CHF | 199,445 CHF | 99.40% | 99.40% |
12/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 215,464 CHF | 216,214 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,351 CHF | 219,101 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 212,088 CHF | 212,838 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 207,678 CHF | 208,411 CHF | 99.23% | 99.23% |