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 | 0.40% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,266 CHF | 190,016 CHF | 99.10% | 99.10% |
19/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,742 CHF | 194,492 CHF | 97.46% | 97.46% |
18/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,896 CHF | 199,646 CHF | 99.31% | 99.31% |
15/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 202,576 CHF | 203,326 CHF | 98.93% | 98.93% |
14/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,535 CHF | 199,285 CHF | 99.43% | 99.43% |
13/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 75,000 | 75,000 | 66,812 | 66,811 | 169,573 CHF | 170,240 CHF | 99.10% | 99.10% |
12/11/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 93,595 CHF | 93,975 CHF | 98.96% | 98.96% |
11/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 90,200 CHF | 90,580 CHF | 99.30% | 99.30% |
08/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 90,255 CHF | 90,635 CHF | 99.41% | 99.41% |
07/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 92,332 CHF | 92,712 CHF | 99.22% | 99.22% |