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% | 2.64 CHF | 2.65 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 658,951 CHF | 198,435 CHF | 98.31% | 98.31% |
19/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 648,796 CHF | 195,389 CHF | 98.62% | 98.62% |
18/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 658,656 CHF | 198,347 CHF | 94.86% | 94.86% |
15/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 655,655 CHF | 197,447 CHF | 99.40% | 99.40% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 641,136 CHF | 193,091 CHF | 95.87% | 95.87% |
13/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 631,755 CHF | 190,276 CHF | 96.75% | 96.75% |
12/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 632,505 CHF | 190,501 CHF | 89.38% | 89.38% |
11/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 615,492 CHF | 185,397 CHF | 98.89% | 98.89% |
08/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 594,127 CHF | 178,988 CHF | 93.41% | 93.41% |
07/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 578,191 CHF | 174,207 CHF | 84.75% | 84.75% |