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 | 300,000 | 300,000 | 300,000 | 300,000 | 565,368 CHF | 568,368 CHF | 99.81% | 99.81% |
19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 558,022 CHF | 561,022 CHF | 99.72% | 99.72% |
18/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 570,218 CHF | 573,218 CHF | 99.71% | 99.71% |
15/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 574,120 CHF | 577,120 CHF | 99.81% | 99.81% |
14/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 577,104 CHF | 580,104 CHF | 99.81% | 99.81% |
13/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 558,429 CHF | 561,429 CHF | 99.81% | 99.81% |
12/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 555,020 CHF | 558,020 CHF | 99.51% | 99.51% |
11/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 548,060 CHF | 551,060 CHF | 99.72% | 99.72% |
08/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 526,604 CHF | 529,604 CHF | 99.81% | 99.81% |
07/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 534,229 CHF | 537,229 CHF | 95.70% | 95.70% |