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 | 0.48% | 2.01 CHF | 2.02 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 933,582 CHF | 104,231 CHF | 99.16% | 99.16% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 909,220 CHF | 101,524 CHF | 99.17% | 99.17% |
18/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 964,440 CHF | 107,660 CHF | 99.22% | 99.22% |
15/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 986,715 CHF | 110,135 CHF | 99.16% | 99.16% |
14/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 917,395 CHF | 102,433 CHF | 99.15% | 99.15% |
13/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 889,384 CHF | 99,321 CHF | 99.16% | 99.16% |
12/11/2024 | 0.46% | 1.99 CHF | 2.00 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 969,597 CHF | 108,233 CHF | 99.16% | 99.16% |
11/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 1,016,360 CHF | 113,429 CHF | 99.16% | 99.16% |
08/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 450,000 | 50,000 | 450,000 | 50,000 | 952,501 CHF | 106,333 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 897,713 CHF | 300,738 CHF | 98.18% | 98.18% |