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 | 0.42% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 705,295 CHF | 236,098 CHF | 99.38% | 99.38% |
19/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 666,194 CHF | 223,065 CHF | 99.37% | 99.37% |
18/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 679,966 CHF | 227,655 CHF | 99.38% | 99.38% |
15/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 692,273 CHF | 231,758 CHF | 99.36% | 99.36% |
14/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 720,200 CHF | 241,067 CHF | 99.38% | 99.38% |
13/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 706,773 CHF | 236,591 CHF | 99.38% | 99.38% |
12/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 699,685 CHF | 234,228 CHF | 99.15% | 99.15% |
11/11/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 727,497 CHF | 243,499 CHF | 99.38% | 99.38% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 694,055 CHF | 232,352 CHF | 99.37% | 99.37% |
07/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 692,859 CHF | 231,953 CHF | 98.58% | 98.58% |