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 | 0.42% | 2.35 CHF | 2.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 598,831 CHF | 240,532 CHF | 99.38% | 99.38% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 578,282 CHF | 232,313 CHF | 99.38% | 99.38% |
18/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 587,816 CHF | 236,126 CHF | 99.38% | 99.38% |
15/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 597,957 CHF | 240,183 CHF | 99.37% | 99.37% |
14/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 590,764 CHF | 237,305 CHF | 99.38% | 99.38% |
13/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 587,936 CHF | 236,174 CHF | 99.38% | 99.38% |
12/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 596,416 CHF | 239,566 CHF | 99.11% | 99.11% |
11/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 617,008 CHF | 247,803 CHF | 99.38% | 99.38% |
08/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 601,834 CHF | 241,734 CHF | 99.38% | 99.38% |
07/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 596,134 CHF | 239,454 CHF | 98.69% | 98.69% |