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 | 0.73% | 2.73 CHF | 2.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 542,978 CHF | 546,978 CHF | 99.07% | 99.07% |
19/11/2024 | 0.73% | 2.69 CHF | 2.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 546,362 CHF | 550,362 CHF | 98.51% | 98.51% |
18/11/2024 | 0.71% | 2.76 CHF | 2.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 561,160 CHF | 565,160 CHF | 98.91% | 98.91% |
15/11/2024 | 0.70% | 2.84 CHF | 2.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 569,100 CHF | 573,100 CHF | 99.00% | 99.00% |
14/11/2024 | 0.69% | 2.90 CHF | 2.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 580,237 CHF | 584,237 CHF | 98.95% | 98.95% |
13/11/2024 | 0.70% | 2.86 CHF | 2.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 569,415 CHF | 573,415 CHF | 99.02% | 99.02% |
12/11/2024 | 0.71% | 2.85 CHF | 2.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 563,634 CHF | 567,634 CHF | 98.51% | 98.51% |
11/11/2024 | 0.72% | 2.77 CHF | 2.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 552,496 CHF | 556,496 CHF | 98.98% | 98.98% |
08/11/2024 | 0.73% | 2.74 CHF | 2.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 542,789 CHF | 546,789 CHF | 99.07% | 99.07% |
07/11/2024 | 0.75% | 2.66 CHF | 2.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 534,711 CHF | 538,711 CHF | 98.96% | 98.96% |