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 | 0.53% | 1.91 CHF | 1.92 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 567,984 CHF | 95,164 CHF | 99.16% | 99.16% |
19/11/2024 | 0.51% | 1.85 CHF | 1.86 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 587,580 CHF | 98,430 CHF | 96.62% | 96.62% |
18/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 300,000 | 50,000 | 300,000 | 69,566 | 634,999 CHF | 147,855 CHF | 99.23% | 99.23% |
15/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 636,149 CHF | 159,787 CHF | 99.17% | 99.17% |
14/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 651,928 CHF | 163,732 CHF | 99.15% | 99.15% |
13/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 635,004 CHF | 159,501 CHF | 99.16% | 99.16% |
12/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 684,940 CHF | 171,985 CHF | 99.17% | 99.17% |
11/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 713,700 CHF | 179,175 CHF | 99.16% | 99.16% |
08/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 684,635 CHF | 171,909 CHF | 99.17% | 99.17% |
07/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 694,704 CHF | 174,426 CHF | 98.19% | 98.19% |