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% | 2.47 CHF | 2.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 371,271 CHF | 124,257 CHF | 98.93% | 98.93% |
19/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 377,974 CHF | 126,491 CHF | 98.90% | 98.90% |
18/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 386,542 CHF | 129,347 CHF | 97.03% | 97.03% |
15/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 392,401 CHF | 131,300 CHF | 99.37% | 99.37% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 386,187 CHF | 129,229 CHF | 99.37% | 99.37% |
13/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 372,301 CHF | 124,600 CHF | 96.85% | 96.85% |
12/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 363,297 CHF | 121,599 CHF | 96.81% | 96.81% |
11/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 352,467 CHF | 117,989 CHF | 98.86% | 98.86% |
08/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 351,689 CHF | 117,730 CHF | 93.67% | 93.67% |
07/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 359,048 CHF | 120,183 CHF | 98.69% | 98.69% |