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 | 0.33% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,819 CHF | 225,569 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,789 CHF | 222,539 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 212,596 CHF | 213,346 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,779 CHF | 202,529 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,682 CHF | 194,432 CHF | 99.56% | 99.56% |
13/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 196,560 CHF | 197,314 CHF | 99.32% | 99.32% |
12/11/2024 | 0.42% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,809 CHF | 201,660 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 2.77 CHF | 2.78 CHF | 75,000 | 75,000 | 61,884 | 61,884 | 173,306 CHF | 174,108 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 2.50 CHF | 2.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,495 CHF | 188,383 CHF | 100.00% | 100.00% |
07/11/2024 | 0.69% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 71,387 | 71,387 | 184,507 CHF | 185,599 CHF | 97.53% | 97.53% |