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 | 0.36% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,116 CHF | 209,866 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 2.90 CHF | 2.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 225,658 CHF | 226,408 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 212,873 CHF | 213,623 CHF | 98.92% | 98.92% |
15/11/2024 | 0.37% | 2.97 CHF | 2.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,383 CHF | 205,133 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.40 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,790 CHF | 187,540 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 190,438 CHF | 191,188 CHF | 99.87% | 99.87% |
12/11/2024 | 0.46% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 164,350 CHF | 165,100 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,811 CHF | 154,561 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,114 CHF | 177,864 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,395 CHF | 168,145 CHF | 99.67% | 99.67% |