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 | 0.45% | 2.04 CHF | 2.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 558,741 CHF | 561,241 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 2.06 CHF | 2.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 494,892 CHF | 497,392 CHF | 99.94% | 99.94% |
18/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 589,629 CHF | 592,129 CHF | 99.95% | 99.95% |
15/11/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 619,720 CHF | 622,220 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 621,166 CHF | 623,666 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 514,615 CHF | 517,115 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.10 CHF | 2.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 627,580 CHF | 630,080 CHF | 99.98% | 99.98% |
11/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 738,092 CHF | 740,592 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 622,247 CHF | 624,747 CHF | 90.07% | 90.07% |
07/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 668,383 CHF | 670,883 CHF | 96.32% | 96.32% |