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 | 0.32% | 3.15 CHF | 3.16 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 523,236 CHF | 524,936 CHF | 100.00% | 100.00% |
20/11/2024 | 0.40% | 2.65 CHF | 2.66 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 427,425 CHF | 429,125 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 427,674 CHF | 429,374 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 406,027 CHF | 407,827 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 368,032 CHF | 369,832 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 2.08 CHF | 2.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 351,137 CHF | 352,937 CHF | 99.91% | 99.91% |
13/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 396,911 CHF | 398,611 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 389,847 CHF | 391,547 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.40 CHF | 2.41 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 429,082 CHF | 430,682 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 477,175 CHF | 478,775 CHF | 100.00% | 100.00% |