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 | 0.48% | 2.03 CHF | 2.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,611 CHF | 157,361 CHF | 99.80% | 99.80% |
19/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,996 CHF | 136,746 CHF | 99.78% | 99.78% |
18/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,599 CHF | 139,349 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,979 CHF | 143,729 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,936 CHF | 147,686 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,584 CHF | 152,334 CHF | 99.94% | 99.94% |
12/11/2024 | 0.47% | 2.02 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,282 CHF | 161,032 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,870 CHF | 169,620 CHF | 99.78% | 99.78% |
08/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,223 CHF | 157,973 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,483 CHF | 160,233 CHF | 99.67% | 99.67% |