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% | 2.66 CHF | 2.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 791,606 CHF | 264,869 CHF | 98.96% | 98.96% |
19/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 786,254 CHF | 263,085 CHF | 90.67% | 90.67% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 788,807 CHF | 263,936 CHF | 97.09% | 97.09% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 784,028 CHF | 262,343 CHF | 98.32% | 98.32% |
14/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 786,733 CHF | 263,244 CHF | 98.11% | 98.11% |
13/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 780,925 CHF | 261,308 CHF | 95.93% | 95.93% |
12/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 750,772 CHF | 251,257 CHF | 95.03% | 95.03% |
11/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 668,936 CHF | 223,979 CHF | 98.38% | 98.38% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 681,800 CHF | 228,267 CHF | 93.18% | 93.18% |
07/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 672,130 CHF | 225,043 CHF | 98.28% | 98.28% |