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% | 2.01 CHF | 2.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 422,539 CHF | 424,539 CHF | 96.86% | 96.86% |
19/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 397,682 CHF | 399,682 CHF | 94.14% | 94.14% |
18/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,118 CHF | 437,118 CHF | 95.43% | 95.43% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 447,827 CHF | 449,827 CHF | 97.14% | 97.14% |
14/11/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 447,968 CHF | 449,968 CHF | 95.31% | 95.31% |
13/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,068 CHF | 409,068 CHF | 94.27% | 94.27% |
12/11/2024 | 0.44% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 450,995 CHF | 452,995 CHF | 88.98% | 88.98% |
11/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 494,735 CHF | 496,735 CHF | 99.50% | 99.50% |
08/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,375 CHF | 453,375 CHF | 93.50% | 93.50% |
07/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 466,816 CHF | 468,816 CHF | 93.47% | 93.47% |