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 | 0.46% | 2.20 CHF | 2.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 649,033 CHF | 217,344 CHF | 99.37% | 99.37% |
19/11/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 643,819 CHF | 215,606 CHF | 96.93% | 96.93% |
18/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 617,872 CHF | 206,957 CHF | 95.37% | 95.37% |
15/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 617,192 CHF | 206,731 CHF | 99.38% | 99.38% |
14/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 639,912 CHF | 214,304 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 627,748 CHF | 210,249 CHF | 92.23% | 92.23% |
12/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 613,189 CHF | 205,396 CHF | 96.91% | 96.91% |
11/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 622,395 CHF | 208,465 CHF | 97.56% | 97.56% |
08/11/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 601,198 CHF | 201,399 CHF | 93.15% | 93.15% |
07/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 592,533 CHF | 198,511 CHF | 98.70% | 98.70% |