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 | 0.43% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,949 CHF | 176,699 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,666 CHF | 170,416 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,063 CHF | 177,813 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,265 CHF | 182,015 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 179,221 CHF | 179,971 CHF | 99.27% | 99.27% |
13/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 169,183 CHF | 169,792 CHF | 99.40% | 99.40% |
12/11/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,464 CHF | 186,214 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,351 CHF | 189,101 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,088 CHF | 182,838 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 179,342 CHF | 179,450 CHF | 99.23% | 99.23% |