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 | 0.42% | 2.33 CHF | 2.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 710,795 CHF | 237,932 CHF | 99.38% | 99.38% |
19/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 684,557 CHF | 229,186 CHF | 99.37% | 99.37% |
18/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 675,701 CHF | 226,234 CHF | 99.25% | 99.25% |
15/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 661,227 CHF | 221,409 CHF | 98.76% | 98.76% |
14/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 737,215 CHF | 246,738 CHF | 99.37% | 99.37% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 729,436 CHF | 244,145 CHF | 99.37% | 99.37% |
12/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 736,132 CHF | 246,377 CHF | 99.38% | 99.38% |
11/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 723,991 CHF | 242,330 CHF | 99.38% | 99.38% |
08/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 681,132 CHF | 228,044 CHF | 99.38% | 99.38% |
07/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 666,118 CHF | 223,040 CHF | 98.38% | 98.38% |