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% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,645 CHF | 174,395 CHF | 99.39% | 99.39% |
19/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,886 CHF | 171,636 CHF | 99.30% | 99.30% |
18/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,427 CHF | 176,177 CHF | 99.30% | 99.30% |
15/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,355 CHF | 176,105 CHF | 99.39% | 99.39% |
14/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,277 CHF | 173,027 CHF | 99.34% | 99.34% |
13/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,991 CHF | 174,741 CHF | 99.39% | 99.39% |
12/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,584 CHF | 174,334 CHF | 99.10% | 99.10% |
11/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,290 CHF | 182,040 CHF | 99.31% | 99.31% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,953 CHF | 178,703 CHF | 99.39% | 99.39% |
07/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,405 CHF | 183,155 CHF | 99.19% | 99.19% |