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 | 0.42% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,187,910 CHF | 1,192,910 CHF | 99.54% | 99.54% |
19/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,185,700 CHF | 1,190,700 CHF | 99.56% | 99.56% |
18/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,148,460 CHF | 1,153,460 CHF | 99.58% | 99.58% |
15/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,167,910 CHF | 1,172,910 CHF | 98.92% | 98.92% |
14/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,209,060 CHF | 1,214,060 CHF | 98.73% | 98.73% |
13/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,245,070 CHF | 1,250,070 CHF | 96.69% | 96.69% |
12/11/2024 | 0.42% | 2.44 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,179,250 CHF | 1,184,250 CHF | 99.55% | 99.55% |
11/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,189,680 CHF | 1,194,680 CHF | 99.57% | 99.57% |
08/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,197,360 CHF | 1,202,360 CHF | 99.52% | 99.52% |
07/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,150,360 CHF | 1,155,360 CHF | 99.49% | 99.49% |