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 | 0.44% | 2.23 CHF | 2.24 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,140,080 CHF | 343,523 CHF | 99.38% | 99.38% |
19/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,098,500 CHF | 331,050 CHF | 99.38% | 99.38% |
18/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,118,270 CHF | 336,980 CHF | 99.38% | 99.38% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,137,530 CHF | 342,760 CHF | 99.34% | 99.34% |
14/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,122,780 CHF | 338,335 CHF | 99.38% | 99.38% |
13/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,117,740 CHF | 336,822 CHF | 99.38% | 99.38% |
12/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,134,400 CHF | 341,821 CHF | 99.14% | 99.14% |
11/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,175,420 CHF | 354,125 CHF | 99.13% | 99.13% |
08/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,144,650 CHF | 344,894 CHF | 99.38% | 99.38% |
07/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,132,860 CHF | 341,358 CHF | 98.56% | 98.56% |