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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 663,035 CHF | 222,012 CHF | 99.22% | 99.22% |
20/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 666,914 CHF | 223,305 CHF | 99.07% | 99.07% |
19/11/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 678,033 CHF | 227,011 CHF | 98.92% | 98.92% |
18/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 661,718 CHF | 221,572 CHF | 97.43% | 97.43% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 666,774 CHF | 223,258 CHF | 99.45% | 99.45% |
14/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 699,695 CHF | 234,232 CHF | 99.44% | 99.44% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 734,618 CHF | 245,873 CHF | 97.08% | 97.08% |
12/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 706,526 CHF | 236,509 CHF | 96.86% | 96.86% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 674,248 CHF | 225,749 CHF | 98.57% | 98.57% |
08/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 676,967 CHF | 226,656 CHF | 93.41% | 93.41% |