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 | 0.47% | 2.10 CHF | 2.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 316,289 CHF | 105,930 CHF | 98.93% | 98.93% |
19/11/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 323,127 CHF | 108,209 CHF | 98.90% | 98.90% |
18/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 331,562 CHF | 111,021 CHF | 97.02% | 97.02% |
15/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 337,513 CHF | 113,004 CHF | 99.37% | 99.37% |
14/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 331,060 CHF | 110,853 CHF | 99.37% | 99.37% |
13/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 317,749 CHF | 106,416 CHF | 96.85% | 96.85% |
12/11/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 308,653 CHF | 103,384 CHF | 96.79% | 96.79% |
11/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 297,930 CHF | 99,810 CHF | 98.87% | 98.87% |
08/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 297,646 CHF | 99,715 CHF | 93.76% | 93.76% |
07/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 304,722 CHF | 102,074 CHF | 98.69% | 98.69% |