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% | 1.95 CHF | 1.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 232,973 CHF | 234,173 CHF | 99.43% | 99.43% |
19/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 228,777 CHF | 229,977 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 231,882 CHF | 233,082 CHF | 99.88% | 99.88% |
15/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 231,322 CHF | 232,522 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 229,190 CHF | 230,390 CHF | 98.52% | 98.52% |
13/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 230,010 CHF | 231,210 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 234,901 CHF | 236,101 CHF | 99.88% | 99.88% |
11/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 237,240 CHF | 238,440 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 237,073 CHF | 238,273 CHF | 99.05% | 99.05% |
07/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 240,638 CHF | 241,838 CHF | 100.00% | 100.00% |