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 | 0.39% | 2.53 CHF | 2.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,163,680 CHF | 389,395 CHF | 99.38% | 99.38% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,040,950 CHF | 348,483 CHF | 99.38% | 99.38% |
18/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,056,170 CHF | 353,556 CHF | 99.38% | 99.38% |
15/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,083,290 CHF | 362,596 CHF | 99.35% | 99.35% |
14/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,107,410 CHF | 370,635 CHF | 99.38% | 99.38% |
13/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,135,080 CHF | 379,861 CHF | 99.38% | 99.38% |
12/11/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,187,350 CHF | 397,283 CHF | 99.15% | 99.15% |
11/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,238,450 CHF | 414,318 CHF | 99.37% | 99.37% |
08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,167,930 CHF | 390,810 CHF | 99.38% | 99.38% |
07/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,181,720 CHF | 395,406 CHF | 98.58% | 98.58% |