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 | 0.38% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 794,562 CHF | 265,854 CHF | 99.37% | 99.37% |
19/11/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 789,387 CHF | 264,129 CHF | 96.93% | 96.93% |
18/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 763,718 CHF | 255,573 CHF | 95.26% | 95.26% |
15/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 763,100 CHF | 255,367 CHF | 99.38% | 99.38% |
14/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 786,359 CHF | 263,120 CHF | 99.37% | 99.37% |
13/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 773,254 CHF | 258,751 CHF | 92.15% | 92.15% |
12/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 758,212 CHF | 253,737 CHF | 96.92% | 96.92% |
11/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 767,019 CHF | 256,673 CHF | 97.55% | 97.55% |
08/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 744,968 CHF | 249,323 CHF | 93.16% | 93.16% |
07/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 736,345 CHF | 246,448 CHF | 98.69% | 98.69% |