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 | 0.40% | 2.51 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 500,707 CHF | 502,707 CHF | 99.39% | 99.39% |
19/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 249,559 CHF | 250,559 CHF | 99.28% | 99.28% |
18/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,497 CHF | 251,497 CHF | 99.30% | 99.30% |
15/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 254,245 CHF | 255,245 CHF | 99.39% | 99.39% |
14/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,481 CHF | 248,481 CHF | 99.39% | 99.39% |
13/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 247,642 CHF | 248,642 CHF | 99.39% | 99.39% |
12/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 252,675 CHF | 253,675 CHF | 99.07% | 99.07% |
11/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,214 CHF | 254,214 CHF | 99.28% | 99.28% |
08/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,871 CHF | 254,871 CHF | 99.39% | 99.39% |
07/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 257,711 CHF | 258,711 CHF | 99.27% | 99.27% |