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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,357 CHF | 215,151 CHF | 100.00% | 100.00% |
20/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,464 CHF | 208,214 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,494 CHF | 200,244 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,920 CHF | 200,670 CHF | 99.54% | 99.54% |
15/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,394 CHF | 147,951 CHF | 77.20% | 77.20% |
14/11/2024 | 0.34% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,175 CHF | 164,741 CHF | 99.44% | 99.44% |
13/11/2024 | 0.34% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 49,818 | 49,818 | 160,664 CHF | 161,204 CHF | 98.88% | 98.88% |
12/11/2024 | 0.32% | 3.31 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,845 CHF | 165,370 CHF | 88.40% | 88.40% |
11/11/2024 | 0.33% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,931 CHF | 163,474 CHF | 98.45% | 98.45% |
08/11/2024 | 0.35% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,917 CHF | 158,473 CHF | 100.00% | 100.00% |