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% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 514,264 CHF | 172,421 CHF | 99.36% | 99.36% |
19/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 514,943 CHF | 172,648 CHF | 99.34% | 99.34% |
18/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,638 CHF | 173,213 CHF | 94.08% | 94.08% |
15/11/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,773 CHF | 188,591 CHF | 99.35% | 99.35% |
14/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,966 CHF | 194,322 CHF | 99.35% | 99.35% |
13/11/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 594,814 CHF | 199,271 CHF | 93.56% | 93.56% |
12/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,174 CHF | 213,058 CHF | 96.76% | 96.76% |
11/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 630,384 CHF | 211,128 CHF | 99.37% | 99.37% |
08/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 631,196 CHF | 211,399 CHF | 89.76% | 89.76% |
07/11/2024 | 0.51% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 586,909 CHF | 196,636 CHF | 88.27% | 88.27% |