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% | 2.30 CHF | 2.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 715,138 CHF | 179,534 CHF | 99.16% | 99.16% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 693,984 CHF | 174,246 CHF | 99.17% | 99.17% |
18/11/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 743,320 CHF | 186,580 CHF | 99.22% | 99.22% |
15/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 763,037 CHF | 191,509 CHF | 99.17% | 99.17% |
14/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 700,980 CHF | 175,995 CHF | 99.15% | 99.15% |
13/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 676,551 CHF | 169,888 CHF | 99.17% | 99.17% |
12/11/2024 | 0.40% | 2.27 CHF | 2.28 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 747,631 CHF | 187,658 CHF | 99.16% | 99.16% |
11/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 789,875 CHF | 198,219 CHF | 99.16% | 99.16% |
08/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 732,786 CHF | 183,946 CHF | 99.17% | 99.17% |
07/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 684,443 CHF | 229,148 CHF | 98.19% | 98.19% |