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 | 0.84% | 2.39 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 475,512 CHF | 479,512 CHF | 99.08% | 99.08% |
19/11/2024 | 0.83% | 2.36 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 479,427 CHF | 483,427 CHF | 98.29% | 98.29% |
18/11/2024 | 0.81% | 2.43 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 493,643 CHF | 497,643 CHF | 98.93% | 98.93% |
15/11/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 501,494 CHF | 505,494 CHF | 99.00% | 99.00% |
14/11/2024 | 0.78% | 2.56 CHF | 2.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 512,535 CHF | 516,535 CHF | 98.23% | 98.23% |
13/11/2024 | 0.79% | 2.52 CHF | 2.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 501,963 CHF | 505,963 CHF | 98.99% | 98.99% |
12/11/2024 | 0.80% | 2.51 CHF | 2.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 496,683 CHF | 500,683 CHF | 98.70% | 98.70% |
11/11/2024 | 0.82% | 2.44 CHF | 2.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 485,785 CHF | 489,785 CHF | 97.81% | 97.81% |
08/11/2024 | 0.84% | 2.41 CHF | 2.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 476,575 CHF | 480,575 CHF | 99.02% | 99.02% |
07/11/2024 | 0.85% | 2.33 CHF | 2.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,219 CHF | 472,219 CHF | 98.89% | 98.89% |