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 | 0.37% | 2.72 CHF | 2.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 402,670 CHF | 404,170 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 414,852 CHF | 416,352 CHF | 99.91% | 99.91% |
18/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,028 CHF | 199,778 CHF | 99.91% | 99.91% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 197,105 CHF | 197,855 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 203,905 CHF | 204,655 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,840 CHF | 212,590 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,315 CHF | 212,065 CHF | 99.70% | 99.70% |
11/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,425 CHF | 197,175 CHF | 99.87% | 99.87% |
08/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 194,446 CHF | 195,196 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,737 CHF | 176,487 CHF | 99.91% | 99.91% |