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% | 2.45 CHF | 2.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,942 CHF | 184,692 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,676 CHF | 178,426 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,061 CHF | 185,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,179 CHF | 189,929 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,244 CHF | 187,994 CHF | 99.27% | 99.27% |
13/11/2024 | 0.43% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 177,103 CHF | 177,707 CHF | 99.40% | 99.40% |
12/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,475 CHF | 194,225 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,225 CHF | 196,975 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,031 CHF | 190,781 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 72,428 | 72,407 | 186,452 CHF | 187,134 CHF | 99.23% | 99.23% |