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 | 0.49% | 2.02 CHF | 2.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 615,520 CHF | 206,173 CHF | 99.43% | 99.43% |
19/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 605,549 CHF | 202,850 CHF | 99.42% | 99.42% |
18/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 601,175 CHF | 201,392 CHF | 97.06% | 97.06% |
15/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 622,430 CHF | 208,477 CHF | 99.43% | 99.43% |
14/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 660,503 CHF | 221,168 CHF | 99.43% | 99.43% |
13/11/2024 | 0.44% | 2.17 CHF | 2.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 683,983 CHF | 228,994 CHF | 94.75% | 94.75% |
12/11/2024 | 0.42% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 721,602 CHF | 241,534 CHF | 96.85% | 96.85% |
11/11/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 777,601 CHF | 260,200 CHF | 99.47% | 99.47% |
08/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 796,475 CHF | 266,492 CHF | 89.73% | 89.73% |
07/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 801,779 CHF | 268,260 CHF | 98.69% | 98.69% |