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 | 0.38% | 2.62 CHF | 2.63 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,297,020 CHF | 390,605 CHF | 99.38% | 99.38% |
19/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,290,880 CHF | 388,763 CHF | 99.37% | 99.37% |
18/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,217,030 CHF | 366,610 CHF | 99.37% | 99.37% |
15/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,221,790 CHF | 368,037 CHF | 99.34% | 99.34% |
14/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,207,540 CHF | 363,761 CHF | 99.38% | 99.38% |
13/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,242,860 CHF | 374,359 CHF | 99.37% | 99.37% |
12/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,219,350 CHF | 367,304 CHF | 99.12% | 99.12% |
11/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,157,580 CHF | 348,773 CHF | 99.13% | 99.13% |
08/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,162,760 CHF | 350,327 CHF | 99.37% | 99.37% |
07/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 1,133,190 CHF | 341,458 CHF | 98.56% | 98.56% |