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 | 0.37% | 2.70 CHF | 2.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 541,411 CHF | 543,411 CHF | 99.81% | 99.81% |
19/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 531,704 CHF | 533,704 CHF | 99.72% | 99.72% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 538,853 CHF | 540,853 CHF | 99.71% | 99.71% |
15/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 548,391 CHF | 550,391 CHF | 99.81% | 99.81% |
14/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 552,161 CHF | 554,161 CHF | 99.81% | 99.81% |
13/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 548,688 CHF | 550,688 CHF | 99.81% | 99.81% |
12/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 558,061 CHF | 560,061 CHF | 99.51% | 99.51% |
11/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 565,356 CHF | 567,356 CHF | 99.71% | 99.71% |
08/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 559,130 CHF | 561,130 CHF | 99.81% | 99.81% |
07/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 564,959 CHF | 566,959 CHF | 95.70% | 95.70% |