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 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 471,798 CHF | 474,798 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 464,568 CHF | 467,568 CHF | 100.00% | 100.00% |
18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 476,833 CHF | 479,833 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 480,829 CHF | 483,829 CHF | 98.67% | 98.67% |
14/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 483,870 CHF | 486,870 CHF | 99.79% | 99.79% |
13/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 465,276 CHF | 468,276 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 461,979 CHF | 464,979 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 455,025 CHF | 458,025 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 433,748 CHF | 436,748 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 441,699 CHF | 444,699 CHF | 100.00% | 100.00% |