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% | 2.74 CHF | 2.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 820,923 CHF | 823,923 CHF | 99.81% | 99.81% |
19/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 813,982 CHF | 816,982 CHF | 99.72% | 99.72% |
18/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 826,458 CHF | 829,458 CHF | 99.71% | 99.71% |
15/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 830,282 CHF | 833,282 CHF | 99.81% | 99.81% |
14/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 832,708 CHF | 835,708 CHF | 99.81% | 99.81% |
13/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 814,365 CHF | 817,365 CHF | 99.81% | 99.81% |
12/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 810,815 CHF | 813,815 CHF | 99.51% | 99.51% |
11/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 803,876 CHF | 806,876 CHF | 99.71% | 99.71% |
08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 782,406 CHF | 785,406 CHF | 99.81% | 99.81% |
07/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 790,381 CHF | 793,381 CHF | 95.70% | 95.70% |