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 | 0.34% | 2.92 CHF | 2.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 724,030 CHF | 290,612 CHF | 99.17% | 99.17% |
19/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 718,153 CHF | 288,261 CHF | 99.17% | 99.17% |
18/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 718,185 CHF | 288,274 CHF | 99.23% | 99.23% |
15/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 725,028 CHF | 291,011 CHF | 99.17% | 99.17% |
14/11/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 725,820 CHF | 291,328 CHF | 99.16% | 99.16% |
13/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 754,853 CHF | 302,941 CHF | 99.17% | 99.17% |
12/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 747,608 CHF | 300,043 CHF | 99.17% | 99.17% |
11/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 729,090 CHF | 292,636 CHF | 99.17% | 99.17% |
08/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 723,772 CHF | 290,509 CHF | 99.17% | 99.17% |
07/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 708,401 CHF | 284,360 CHF | 98.00% | 98.00% |