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 | 0.33% | 3.00 CHF | 3.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 894,772 CHF | 299,257 CHF | 99.34% | 99.34% |
19/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 879,419 CHF | 294,140 CHF | 98.81% | 98.81% |
18/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 888,458 CHF | 297,153 CHF | 97.31% | 97.31% |
15/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 881,708 CHF | 294,903 CHF | 99.20% | 99.20% |
14/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 871,294 CHF | 291,431 CHF | 98.23% | 98.23% |
13/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 894,009 CHF | 299,003 CHF | 96.84% | 96.84% |
12/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 878,761 CHF | 293,920 CHF | 89.51% | 89.51% |
11/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 842,712 CHF | 281,904 CHF | 98.82% | 98.82% |
08/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 831,037 CHF | 278,012 CHF | 93.36% | 93.36% |
07/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 853,173 CHF | 285,391 CHF | 98.28% | 98.28% |