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 | 0.48% | 2.07 CHF | 2.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,626 CHF | 156,376 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,416 CHF | 150,166 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,813 CHF | 157,563 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,887 CHF | 161,637 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,971 CHF | 159,721 CHF | 99.27% | 99.27% |
13/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 149,151 CHF | 149,777 CHF | 99.40% | 99.40% |
12/11/2024 | 0.45% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,214 CHF | 165,964 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,101 CHF | 168,851 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,838 CHF | 162,588 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 159,722 CHF | 159,900 CHF | 99.23% | 99.23% |