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% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 720,432 CHF | 241,144 CHF | 99.16% | 99.16% |
19/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 703,043 CHF | 235,348 CHF | 99.17% | 99.17% |
18/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 748,647 CHF | 250,549 CHF | 99.22% | 99.22% |
15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 765,120 CHF | 256,040 CHF | 99.17% | 99.17% |
14/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 705,738 CHF | 236,246 CHF | 99.15% | 99.15% |
13/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 686,303 CHF | 229,768 CHF | 99.16% | 99.16% |
12/11/2024 | 0.40% | 2.30 CHF | 2.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 750,366 CHF | 251,122 CHF | 99.16% | 99.16% |
11/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 790,562 CHF | 264,521 CHF | 99.16% | 99.16% |
08/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 737,768 CHF | 246,923 CHF | 99.16% | 99.16% |
07/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 693,053 CHF | 232,018 CHF | 98.18% | 98.18% |