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 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 488,796 CHF | 491,796 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 481,985 CHF | 484,985 CHF | 99.66% | 99.66% |
18/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 494,401 CHF | 497,401 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 498,317 CHF | 501,317 CHF | 98.67% | 98.67% |
14/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 501,288 CHF | 504,288 CHF | 99.79% | 99.79% |
13/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 482,495 CHF | 485,495 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 479,349 CHF | 482,349 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 472,380 CHF | 475,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 451,222 CHF | 454,222 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 459,179 CHF | 462,179 CHF | 100.00% | 100.00% |