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 | 0.92% | 2.19 CHF | 2.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 433,844 CHF | 437,844 CHF | 99.05% | 99.05% |
19/11/2024 | 0.91% | 2.15 CHF | 2.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,835 CHF | 441,835 CHF | 98.61% | 98.61% |
18/11/2024 | 0.88% | 2.22 CHF | 2.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 451,865 CHF | 455,865 CHF | 98.96% | 98.96% |
15/11/2024 | 0.87% | 2.30 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 459,680 CHF | 463,680 CHF | 99.08% | 99.08% |
14/11/2024 | 0.85% | 2.35 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 470,663 CHF | 474,663 CHF | 98.24% | 98.24% |
13/11/2024 | 0.87% | 2.32 CHF | 2.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 460,407 CHF | 464,407 CHF | 98.86% | 98.86% |
12/11/2024 | 0.88% | 2.31 CHF | 2.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 455,114 CHF | 459,114 CHF | 98.56% | 98.56% |
11/11/2024 | 0.90% | 2.23 CHF | 2.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 444,157 CHF | 448,157 CHF | 98.24% | 98.24% |
08/11/2024 | 0.91% | 2.20 CHF | 2.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 435,454 CHF | 439,454 CHF | 99.03% | 99.03% |
07/11/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 426,964 CHF | 430,964 CHF | 98.90% | 98.90% |