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% | 2.65 CHF | 2.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 158,948 CHF | 159,548 CHF | 99.73% | 99.73% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 153,880 CHF | 154,480 CHF | 99.85% | 99.85% |
18/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 159,828 CHF | 160,428 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 163,052 CHF | 163,652 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 161,539 CHF | 162,139 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 154,966 CHF | 155,566 CHF | 99.95% | 99.95% |
12/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 166,476 CHF | 167,076 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 168,785 CHF | 169,385 CHF | 99.65% | 99.65% |
08/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 163,850 CHF | 164,450 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 166,189 CHF | 166,789 CHF | 99.70% | 99.70% |