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% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,199 CHF | 190,949 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,066 CHF | 184,816 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,313 CHF | 192,063 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 195,515 CHF | 196,265 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,471 CHF | 194,221 CHF | 99.27% | 99.27% |
13/11/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 183,280 CHF | 183,877 CHF | 99.40% | 99.40% |
12/11/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,714 CHF | 200,464 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,601 CHF | 203,351 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,338 CHF | 197,088 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 72,407 | 72,407 | 192,472 CHF | 193,207 CHF | 99.23% | 99.23% |