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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 676,024 CHF | 679,024 CHF | 98.39% | 98.39% |
22/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 690,385 CHF | 693,385 CHF | 99.81% | 99.81% |
20/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 674,094 CHF | 677,094 CHF | 99.81% | 99.81% |
19/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 677,020 CHF | 680,020 CHF | 99.72% | 99.72% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 668,461 CHF | 671,461 CHF | 99.71% | 99.71% |
15/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 663,763 CHF | 666,763 CHF | 99.81% | 99.81% |
14/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 668,320 CHF | 671,320 CHF | 99.81% | 99.81% |
13/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 667,642 CHF | 670,642 CHF | 99.81% | 99.81% |
12/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 670,186 CHF | 673,186 CHF | 99.51% | 99.51% |
11/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 666,515 CHF | 669,515 CHF | 99.72% | 99.72% |