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% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,442 CHF | 183,192 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,221 CHF | 176,971 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,664 CHF | 184,414 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,733 CHF | 188,483 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 185,782 CHF | 186,532 CHF | 99.27% | 99.27% |
13/11/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 175,707 CHF | 176,310 CHF | 99.40% | 99.40% |
12/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 192,037 CHF | 192,787 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,840 CHF | 195,590 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,531 CHF | 189,281 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.56 CHF | 2.57 CHF | 75,000 | 75,000 | 72,465 | 72,407 | 185,194 CHF | 185,783 CHF | 99.23% | 99.23% |