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% | 2.37 CHF | 2.38 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 354,174 CHF | 118,558 CHF | 99.38% | 99.38% |
19/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 150,000 | 50,000 | 105,653 | 64,767 | 248,927 CHF | 153,645 CHF | 99.38% | 99.38% |
18/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,920 CHF | 184,670 CHF | 97.61% | 97.61% |
15/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,429 CHF | 181,179 CHF | 99.37% | 99.37% |
14/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,969 CHF | 188,719 CHF | 99.37% | 99.37% |
13/11/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,737 CHF | 185,487 CHF | 96.85% | 96.85% |
12/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,127 CHF | 189,877 CHF | 96.83% | 96.83% |
11/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,448 CHF | 187,198 CHF | 99.38% | 99.38% |
08/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,153 CHF | 176,903 CHF | 90.80% | 90.80% |
07/11/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,655 CHF | 184,405 CHF | 98.69% | 98.69% |