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 | 0.39% | 2.50 CHF | 2.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 638,522 CHF | 256,409 CHF | 99.38% | 99.38% |
19/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 617,867 CHF | 248,147 CHF | 99.38% | 99.38% |
18/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 627,466 CHF | 251,986 CHF | 99.38% | 99.38% |
15/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 637,458 CHF | 255,983 CHF | 99.37% | 99.37% |
14/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 630,557 CHF | 253,223 CHF | 99.38% | 99.38% |
13/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 627,465 CHF | 251,986 CHF | 99.38% | 99.38% |
12/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 635,894 CHF | 255,358 CHF | 99.11% | 99.11% |
11/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 656,435 CHF | 263,574 CHF | 99.38% | 99.38% |
08/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 641,253 CHF | 257,501 CHF | 99.38% | 99.38% |
07/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 635,654 CHF | 255,262 CHF | 98.69% | 98.69% |