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% | 2.26 CHF | 2.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,432 CHF | 170,182 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,240 CHF | 163,990 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,536 CHF | 171,286 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,726 CHF | 175,476 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,824 CHF | 173,574 CHF | 99.27% | 99.27% |
13/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 162,719 CHF | 163,333 CHF | 99.40% | 99.40% |
12/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 179,061 CHF | 179,811 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,773 CHF | 182,523 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,562 CHF | 176,312 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 173,092 CHF | 173,221 CHF | 99.23% | 99.23% |