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% | 2.75 CHF | 2.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 819,531 CHF | 822,531 CHF | 99.07% | 99.07% |
19/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 838,628 CHF | 841,628 CHF | 98.48% | 98.48% |
18/11/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 813,093 CHF | 816,093 CHF | 98.79% | 98.79% |
15/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 795,087 CHF | 798,087 CHF | 98.77% | 98.77% |
14/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 760,647 CHF | 763,647 CHF | 98.68% | 98.68% |
13/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 812,127 CHF | 815,127 CHF | 98.86% | 98.86% |
12/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 784,112 CHF | 787,112 CHF | 98.63% | 98.63% |
11/11/2024 | 0.36% | 2.61 CHF | 2.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 822,456 CHF | 825,456 CHF | 98.85% | 98.85% |
08/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 845,990 CHF | 848,990 CHF | 98.93% | 98.93% |
07/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 838,037 CHF | 841,037 CHF | 98.44% | 98.44% |