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 | 0.36% | 2.82 CHF | 2.83 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 439,156 CHF | 440,756 CHF | 100.00% | 100.00% |
20/11/2024 | 0.47% | 2.28 CHF | 2.29 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 343,305 CHF | 344,905 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 342,241 CHF | 343,841 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 2.00 CHF | 2.01 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 300,054 CHF | 301,654 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 263,408 CHF | 265,008 CHF | 100.00% | 100.00% |
14/11/2024 | 0.65% | 1.68 CHF | 1.69 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 246,783 CHF | 248,383 CHF | 99.91% | 99.91% |
13/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 314,375 CHF | 315,975 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 306,674 CHF | 308,274 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.02 CHF | 2.03 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 373,119 CHF | 374,719 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 424,553 CHF | 426,153 CHF | 100.00% | 100.00% |