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 | 0.51% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 590,989 CHF | 197,996 CHF | 99.30% | 99.30% |
19/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 588,998 CHF | 197,333 CHF | 98.82% | 98.82% |
18/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 593,922 CHF | 198,974 CHF | 97.55% | 97.55% |
15/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 593,201 CHF | 198,734 CHF | 99.30% | 99.30% |
14/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 557,111 CHF | 186,704 CHF | 99.30% | 99.30% |
13/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 552,023 CHF | 185,008 CHF | 96.81% | 96.81% |
12/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 540,606 CHF | 181,202 CHF | 96.89% | 96.89% |
11/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,138 CHF | 177,379 CHF | 98.70% | 98.70% |
08/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,774 CHF | 177,591 CHF | 93.25% | 93.25% |
07/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,008 CHF | 180,336 CHF | 98.83% | 98.83% |