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 | 0.48% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 626,889 CHF | 209,963 CHF | 99.36% | 99.36% |
19/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 611,365 CHF | 204,788 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 624,607 CHF | 209,202 CHF | 96.53% | 96.53% |
15/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 611,431 CHF | 204,810 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 594,131 CHF | 199,044 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,752 CHF | 194,250 CHF | 97.01% | 97.01% |
12/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 600,046 CHF | 201,015 CHF | 96.92% | 96.92% |
11/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 634,758 CHF | 212,586 CHF | 99.25% | 99.25% |
08/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 623,233 CHF | 208,744 CHF | 99.28% | 99.28% |
07/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,788 CHF | 213,263 CHF | 98.68% | 98.68% |