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 | 0.68% | 1.47 CHF | 1.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 439,267 CHF | 442,267 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 431,842 CHF | 434,842 CHF | 99.66% | 99.66% |
18/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 444,091 CHF | 447,091 CHF | 100.00% | 100.00% |
15/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 448,127 CHF | 451,127 CHF | 98.67% | 98.67% |
14/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 451,164 CHF | 454,164 CHF | 99.79% | 99.79% |
13/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 432,866 CHF | 435,866 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 429,334 CHF | 432,334 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 422,591 CHF | 425,591 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 401,219 CHF | 404,219 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 409,357 CHF | 412,357 CHF | 100.00% | 100.00% |