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 | 0.40% | 2.54 CHF | 2.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 755,249 CHF | 758,249 CHF | 98.90% | 98.90% |
19/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 774,594 CHF | 777,594 CHF | 98.51% | 98.51% |
18/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 748,651 CHF | 751,651 CHF | 98.72% | 98.72% |
15/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 730,774 CHF | 733,774 CHF | 99.00% | 99.00% |
14/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 696,235 CHF | 699,235 CHF | 98.73% | 98.73% |
13/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 748,039 CHF | 751,039 CHF | 98.45% | 98.45% |
12/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 720,228 CHF | 723,228 CHF | 98.69% | 98.69% |
11/11/2024 | 0.39% | 2.40 CHF | 2.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 758,795 CHF | 761,795 CHF | 98.65% | 98.65% |
08/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 782,904 CHF | 785,904 CHF | 99.03% | 99.03% |
07/11/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 774,706 CHF | 777,706 CHF | 98.51% | 98.51% |