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% | 2.21 CHF | 2.22 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,022,290 CHF | 171,132 CHF | 99.16% | 99.16% |
19/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,000,840 CHF | 167,556 CHF | 99.17% | 99.17% |
18/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,055,020 CHF | 176,587 CHF | 99.22% | 99.22% |
15/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,075,090 CHF | 179,931 CHF | 99.17% | 99.17% |
14/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,005,170 CHF | 168,278 CHF | 99.16% | 99.16% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 981,081 CHF | 164,263 CHF | 99.16% | 99.16% |
12/11/2024 | 0.42% | 2.19 CHF | 2.20 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,057,520 CHF | 177,004 CHF | 99.16% | 99.16% |
11/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,104,630 CHF | 184,856 CHF | 99.16% | 99.16% |
08/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 1,042,200 CHF | 174,451 CHF | 99.17% | 99.17% |
07/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 988,658 CHF | 331,053 CHF | 98.18% | 98.18% |