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 | 0.47% | 2.13 CHF | 2.14 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 317,428 CHF | 318,928 CHF | 99.39% | 99.39% |
19/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 316,055 CHF | 317,555 CHF | 99.29% | 99.29% |
18/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 317,098 CHF | 318,598 CHF | 99.30% | 99.30% |
15/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 316,197 CHF | 317,697 CHF | 99.38% | 99.38% |
14/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 316,556 CHF | 318,056 CHF | 99.39% | 99.39% |
13/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 315,268 CHF | 316,768 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 307,677 CHF | 309,177 CHF | 99.09% | 99.09% |
11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 287,180 CHF | 288,680 CHF | 99.30% | 99.30% |
08/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 290,750 CHF | 292,250 CHF | 99.39% | 99.39% |
07/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 288,885 CHF | 290,385 CHF | 99.28% | 99.28% |