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% | 2.12 CHF | 2.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 628,527 CHF | 210,509 CHF | 99.44% | 99.44% |
19/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 634,182 CHF | 212,394 CHF | 99.44% | 99.44% |
18/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 635,577 CHF | 212,859 CHF | 97.24% | 97.24% |
15/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 616,210 CHF | 206,403 CHF | 99.45% | 99.45% |
14/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 589,213 CHF | 197,404 CHF | 99.44% | 99.44% |
13/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 596,602 CHF | 199,867 CHF | 96.92% | 96.92% |
12/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 595,577 CHF | 199,526 CHF | 96.91% | 96.91% |
11/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 581,638 CHF | 194,879 CHF | 99.44% | 99.44% |
08/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,396 CHF | 190,132 CHF | 99.28% | 99.28% |
07/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 570,010 CHF | 191,003 CHF | 98.70% | 98.70% |