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 | 0.44% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,192 CHF | 171,942 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 164,971 CHF | 165,721 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,414 CHF | 173,164 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,483 CHF | 177,233 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,532 CHF | 175,282 CHF | 99.27% | 99.27% |
13/11/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 164,578 CHF | 165,190 CHF | 99.40% | 99.40% |
12/11/2024 | 0.41% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,787 CHF | 181,537 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,590 CHF | 184,340 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,383 CHF | 178,133 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 174,799 CHF | 174,924 CHF | 99.23% | 99.23% |