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 | 0.37% | 2.68 CHF | 2.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 807,860 CHF | 810,860 CHF | 99.08% | 99.08% |
19/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 784,531 CHF | 787,531 CHF | 98.69% | 98.69% |
18/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 817,801 CHF | 820,801 CHF | 98.67% | 98.67% |
15/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 838,919 CHF | 841,919 CHF | 99.03% | 99.03% |
14/11/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 875,662 CHF | 878,662 CHF | 98.96% | 98.96% |
13/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 812,865 CHF | 815,865 CHF | 98.83% | 98.83% |
12/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 838,937 CHF | 841,937 CHF | 98.50% | 98.50% |
11/11/2024 | 0.38% | 2.79 CHF | 2.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 796,639 CHF | 799,639 CHF | 98.85% | 98.85% |
08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 760,705 CHF | 763,705 CHF | 98.93% | 98.93% |
07/11/2024 | 0.39% | 2.48 CHF | 2.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 774,357 CHF | 777,357 CHF | 98.69% | 98.69% |