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 | 0.58% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,098 CHF | 174,033 CHF | 99.35% | 99.35% |
19/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 520,214 CHF | 174,405 CHF | 99.35% | 99.35% |
18/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 521,467 CHF | 174,822 CHF | 94.02% | 94.02% |
15/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 567,563 CHF | 190,188 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 584,912 CHF | 195,971 CHF | 99.35% | 99.35% |
13/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 599,330 CHF | 200,777 CHF | 93.38% | 93.38% |
12/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 640,753 CHF | 214,584 CHF | 96.86% | 96.86% |
11/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 635,156 CHF | 212,719 CHF | 99.37% | 99.37% |
08/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,057 CHF | 213,019 CHF | 89.76% | 89.76% |
07/11/2024 | 0.51% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 591,882 CHF | 198,294 CHF | 88.27% | 88.27% |