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% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 164,290 CHF | 165,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,990 CHF | 158,740 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,374 CHF | 166,124 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,476 CHF | 170,226 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,574 CHF | 168,324 CHF | 99.27% | 99.27% |
13/11/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 157,622 CHF | 158,242 CHF | 99.40% | 99.40% |
12/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,811 CHF | 174,561 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,666 CHF | 177,416 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,378 CHF | 171,128 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 168,005 CHF | 168,154 CHF | 99.23% | 99.23% |