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% | 2.09 CHF | 2.10 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 479,662 CHF | 214,183 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 454,628 CHF | 203,057 CHF | 99.37% | 99.37% |
18/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 449,868 CHF | 200,941 CHF | 99.26% | 99.26% |
15/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 435,169 CHF | 194,408 CHF | 98.76% | 98.76% |
14/11/2024 | 0.44% | 2.16 CHF | 2.17 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 507,853 CHF | 226,712 CHF | 99.38% | 99.38% |
13/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 501,507 CHF | 223,892 CHF | 99.38% | 99.38% |
12/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 508,436 CHF | 226,971 CHF | 99.38% | 99.38% |
11/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 497,240 CHF | 221,996 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 456,468 CHF | 203,875 CHF | 99.37% | 99.37% |
07/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 225,000 | 100,000 | 225,000 | 100,000 | 440,484 CHF | 196,771 CHF | 98.38% | 98.38% |