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 | 0.43% | 2.34 CHF | 2.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 688,709 CHF | 230,570 CHF | 99.38% | 99.38% |
19/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 703,998 CHF | 235,666 CHF | 99.38% | 99.38% |
18/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 677,674 CHF | 226,892 CHF | 97.53% | 97.53% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 674,234 CHF | 225,745 CHF | 99.38% | 99.38% |
14/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 692,359 CHF | 231,786 CHF | 99.37% | 99.37% |
13/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 714,012 CHF | 239,004 CHF | 96.85% | 96.85% |
12/11/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 689,056 CHF | 230,685 CHF | 96.91% | 96.91% |
11/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 632,525 CHF | 211,842 CHF | 99.35% | 99.35% |
08/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 638,927 CHF | 213,976 CHF | 96.65% | 96.65% |
07/11/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 600,660 CHF | 201,220 CHF | 98.68% | 98.68% |