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 | 0.40% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,894 CHF | 188,644 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,246 CHF | 204,996 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 191,496 CHF | 192,246 CHF | 98.93% | 98.93% |
15/11/2024 | 0.41% | 2.68 CHF | 2.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 183,033 CHF | 183,783 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.12 CHF | 2.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,503 CHF | 166,253 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 169,148 CHF | 169,898 CHF | 99.88% | 99.88% |
12/11/2024 | 0.52% | 2.04 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,982 CHF | 143,732 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,429 CHF | 133,179 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,702 CHF | 156,452 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,111 CHF | 146,861 CHF | 99.68% | 99.68% |