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 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 686,055 CHF | 229,685 CHF | 99.37% | 99.37% |
19/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 680,054 CHF | 227,685 CHF | 99.38% | 99.38% |
18/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 693,322 CHF | 232,107 CHF | 97.20% | 97.20% |
15/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 690,477 CHF | 231,159 CHF | 99.38% | 99.38% |
14/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 674,796 CHF | 225,932 CHF | 99.37% | 99.37% |
13/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 639,171 CHF | 214,057 CHF | 96.89% | 96.89% |
12/11/2024 | 0.45% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 659,466 CHF | 220,822 CHF | 96.93% | 96.93% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 682,400 CHF | 228,467 CHF | 98.77% | 98.77% |
08/11/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 688,464 CHF | 230,488 CHF | 93.17% | 93.17% |
07/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 707,435 CHF | 236,812 CHF | 98.71% | 98.71% |