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 | 0.35% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,689 CHF | 215,439 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,516 CHF | 212,266 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,436 CHF | 203,186 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,612 CHF | 192,362 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,547 CHF | 184,297 CHF | 99.56% | 99.56% |
13/11/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 186,582 CHF | 187,345 CHF | 99.32% | 99.32% |
12/11/2024 | 0.47% | 2.46 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,663 CHF | 191,566 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 61,884 | 61,884 | 164,867 CHF | 165,785 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.36 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,404 CHF | 178,250 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 2.44 CHF | 2.45 CHF | 100,000 | 100,000 | 71,387 | 71,387 | 174,862 CHF | 175,974 CHF | 97.53% | 97.53% |