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 | 0.43% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 701,319 CHF | 234,773 CHF | 99.37% | 99.37% |
19/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 696,422 CHF | 233,141 CHF | 96.93% | 96.93% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 670,362 CHF | 224,454 CHF | 95.39% | 95.39% |
15/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 669,762 CHF | 224,254 CHF | 99.38% | 99.38% |
14/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 692,475 CHF | 231,825 CHF | 99.37% | 99.37% |
13/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 680,359 CHF | 227,786 CHF | 92.15% | 92.15% |
12/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 665,583 CHF | 222,861 CHF | 96.88% | 96.88% |
11/11/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 674,332 CHF | 225,777 CHF | 97.56% | 97.56% |
08/11/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 653,089 CHF | 218,696 CHF | 93.16% | 93.16% |
07/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 644,401 CHF | 215,800 CHF | 98.67% | 98.67% |