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 | 0.38% | 2.59 CHF | 2.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,573,370 CHF | 526,458 CHF | 98.95% | 98.95% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,516,190 CHF | 507,396 CHF | 90.71% | 90.71% |
18/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,517,770 CHF | 507,925 CHF | 97.23% | 97.23% |
15/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,522,770 CHF | 509,589 CHF | 98.31% | 98.31% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,544,750 CHF | 516,917 CHF | 99.01% | 99.01% |
13/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,523,460 CHF | 509,819 CHF | 96.49% | 96.49% |
12/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,568,770 CHF | 524,923 CHF | 96.55% | 96.55% |
11/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,592,440 CHF | 532,814 CHF | 98.98% | 98.98% |
08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,577,630 CHF | 527,876 CHF | 98.92% | 98.92% |
07/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,541,230 CHF | 515,742 CHF | 98.30% | 98.30% |