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 | 0.46% | 2.17 CHF | 2.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,854 CHF | 163,604 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,676 CHF | 157,426 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 164,061 CHF | 164,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,179 CHF | 168,929 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 166,244 CHF | 166,994 CHF | 99.27% | 99.27% |
13/11/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 156,330 CHF | 156,950 CHF | 99.40% | 99.40% |
12/11/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,475 CHF | 173,225 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,340 CHF | 176,090 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,031 CHF | 169,781 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 2.30 CHF | 2.31 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 166,708 CHF | 166,861 CHF | 99.23% | 99.23% |