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 | 0.39% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,870 CHF | 194,620 CHF | 99.82% | 99.82% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,340 CHF | 174,090 CHF | 99.78% | 99.78% |
18/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,834 CHF | 176,584 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,236 CHF | 180,986 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,184 CHF | 184,934 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,858 CHF | 189,608 CHF | 99.94% | 99.94% |
12/11/2024 | 0.38% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,590 CHF | 198,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 206,095 CHF | 206,845 CHF | 99.78% | 99.78% |
08/11/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,396 CHF | 195,146 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,649 CHF | 197,399 CHF | 99.68% | 99.68% |