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 | 0.53% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 225,791 CHF | 226,991 CHF | 99.44% | 99.44% |
19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 221,606 CHF | 222,806 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 224,695 CHF | 225,895 CHF | 99.88% | 99.88% |
15/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 224,120 CHF | 225,320 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 221,998 CHF | 223,198 CHF | 98.60% | 98.60% |
13/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 222,826 CHF | 224,026 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 227,721 CHF | 228,921 CHF | 99.88% | 99.88% |
11/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 230,041 CHF | 231,241 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 229,871 CHF | 231,071 CHF | 99.05% | 99.05% |
07/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 233,419 CHF | 234,619 CHF | 100.00% | 100.00% |