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 | 0.45% | 2.26 CHF | 2.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 449,288 CHF | 451,301 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 2.26 CHF | 2.27 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 437,779 CHF | 440,100 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 427,959 CHF | 429,959 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,459 CHF | 431,459 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 425,935 CHF | 427,935 CHF | 99.50% | 99.50% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 430,051 CHF | 432,033 CHF | 99.32% | 99.32% |
12/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,572 CHF | 431,572 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 413,204 CHF | 415,204 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 414,824 CHF | 416,824 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 393,929 CHF | 395,887 CHF | 99.13% | 99.13% |