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 | 0.47% | 2.04 CHF | 2.05 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 634,867 CHF | 159,467 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 613,351 CHF | 154,088 CHF | 99.17% | 99.17% |
18/11/2024 | 0.45% | 2.14 CHF | 2.15 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 661,214 CHF | 166,053 CHF | 99.22% | 99.22% |
15/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 680,772 CHF | 170,943 CHF | 99.17% | 99.17% |
14/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 618,043 CHF | 155,261 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 597,249 CHF | 150,062 CHF | 99.16% | 99.16% |
12/11/2024 | 0.45% | 2.01 CHF | 2.02 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 668,168 CHF | 167,792 CHF | 99.16% | 99.16% |
11/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 711,123 CHF | 178,531 CHF | 99.16% | 99.16% |
08/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 653,331 CHF | 164,083 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 604,404 CHF | 202,468 CHF | 98.19% | 98.19% |