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 | 0.43% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 576,442 CHF | 231,577 CHF | 99.17% | 99.17% |
19/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 570,653 CHF | 229,261 CHF | 99.17% | 99.17% |
18/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 570,494 CHF | 229,197 CHF | 99.23% | 99.23% |
15/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 577,528 CHF | 232,011 CHF | 99.17% | 99.17% |
14/11/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 577,992 CHF | 232,197 CHF | 99.16% | 99.16% |
13/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 607,353 CHF | 243,941 CHF | 99.17% | 99.17% |
12/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 599,770 CHF | 240,908 CHF | 99.17% | 99.17% |
11/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 581,590 CHF | 233,636 CHF | 99.17% | 99.17% |
08/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 575,837 CHF | 231,335 CHF | 99.17% | 99.17% |
07/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 560,898 CHF | 225,359 CHF | 98.06% | 98.06% |