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% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 814,060 CHF | 272,353 CHF | 99.34% | 99.34% |
19/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 799,529 CHF | 267,510 CHF | 98.81% | 98.81% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 807,903 CHF | 270,301 CHF | 97.26% | 97.26% |
15/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 800,938 CHF | 267,979 CHF | 99.21% | 99.21% |
14/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 790,514 CHF | 264,505 CHF | 98.24% | 98.24% |
13/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 813,719 CHF | 272,240 CHF | 96.74% | 96.74% |
12/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 798,623 CHF | 267,208 CHF | 89.42% | 89.42% |
11/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 763,054 CHF | 255,351 CHF | 98.82% | 98.82% |
08/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 751,893 CHF | 251,631 CHF | 93.34% | 93.34% |
07/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 773,470 CHF | 258,823 CHF | 98.26% | 98.26% |