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 | 300,000 | 100,000 | 300,000 | 100,000 | 787,665 CHF | 263,555 CHF | 99.33% | 99.33% |
19/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 772,897 CHF | 258,632 CHF | 98.83% | 98.83% |
18/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 781,297 CHF | 261,432 CHF | 97.27% | 97.27% |
15/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 774,223 CHF | 259,074 CHF | 99.22% | 99.22% |
14/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 763,710 CHF | 255,570 CHF | 98.24% | 98.24% |
13/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 787,226 CHF | 263,409 CHF | 96.89% | 96.89% |
12/11/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 772,110 CHF | 258,370 CHF | 89.38% | 89.38% |
11/11/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 736,604 CHF | 246,535 CHF | 98.82% | 98.82% |
08/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 725,712 CHF | 242,904 CHF | 93.33% | 93.33% |
07/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 746,925 CHF | 249,975 CHF | 98.26% | 98.26% |