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 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 816,502 CHF | 204,875 CHF | 99.37% | 99.37% |
19/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 789,386 CHF | 198,097 CHF | 99.37% | 99.37% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 784,833 CHF | 196,958 CHF | 99.25% | 99.25% |
15/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 769,069 CHF | 193,017 CHF | 98.76% | 98.76% |
14/11/2024 | 0.35% | 2.74 CHF | 2.75 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 846,716 CHF | 212,429 CHF | 99.37% | 99.37% |
13/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 839,945 CHF | 210,736 CHF | 99.37% | 99.37% |
12/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 847,401 CHF | 212,600 CHF | 99.37% | 99.37% |
11/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 835,577 CHF | 209,644 CHF | 99.38% | 99.38% |
08/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 791,455 CHF | 198,614 CHF | 99.38% | 99.38% |
07/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 774,070 CHF | 194,268 CHF | 98.38% | 98.38% |