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% | 2.70 CHF | 2.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 819,192 CHF | 274,064 CHF | 99.37% | 99.37% |
19/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 812,932 CHF | 271,977 CHF | 99.38% | 99.38% |
18/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 826,606 CHF | 276,535 CHF | 97.20% | 97.20% |
15/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 823,981 CHF | 275,660 CHF | 99.38% | 99.38% |
14/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 808,295 CHF | 270,432 CHF | 99.37% | 99.37% |
13/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 772,388 CHF | 258,463 CHF | 96.89% | 96.89% |
12/11/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 792,494 CHF | 265,165 CHF | 96.95% | 96.95% |
11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 815,749 CHF | 272,916 CHF | 98.77% | 98.77% |
08/11/2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 821,846 CHF | 274,949 CHF | 93.17% | 93.17% |
07/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 841,399 CHF | 281,466 CHF | 98.70% | 98.70% |