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 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 850,349 CHF | 284,450 CHF | 99.37% | 99.37% |
19/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 844,678 CHF | 282,559 CHF | 96.93% | 96.93% |
18/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 819,682 CHF | 274,227 CHF | 95.42% | 95.42% |
15/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 819,190 CHF | 274,063 CHF | 99.38% | 99.38% |
14/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 841,774 CHF | 281,591 CHF | 99.37% | 99.37% |
13/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 828,511 CHF | 277,170 CHF | 92.15% | 92.15% |
12/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 813,759 CHF | 272,253 CHF | 96.89% | 96.89% |
11/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 822,053 CHF | 275,018 CHF | 97.56% | 97.56% |
08/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 799,410 CHF | 267,470 CHF | 93.16% | 93.16% |
07/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 791,166 CHF | 264,722 CHF | 98.68% | 98.68% |