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 | 0.41% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 488,713 CHF | 490,713 CHF | 99.53% | 99.53% |
19/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,824 CHF | 489,824 CHF | 99.55% | 99.55% |
18/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 472,958 CHF | 474,958 CHF | 99.57% | 99.57% |
15/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 480,758 CHF | 482,758 CHF | 98.92% | 98.92% |
14/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 497,202 CHF | 499,202 CHF | 98.73% | 98.73% |
13/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 511,610 CHF | 513,610 CHF | 96.69% | 96.69% |
12/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 485,274 CHF | 487,274 CHF | 99.55% | 99.55% |
11/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 489,462 CHF | 491,462 CHF | 99.57% | 99.57% |
08/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 492,553 CHF | 494,553 CHF | 99.52% | 99.52% |
07/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 473,791 CHF | 475,791 CHF | 99.48% | 99.48% |