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 | 0.57% | 1.71 CHF | 1.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 262,498 CHF | 263,998 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 261,048 CHF | 262,548 CHF | 99.88% | 99.88% |
18/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 150,000 | 150,000 | 148,535 | 148,535 | 267,657 CHF | 269,143 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 145,000 | 145,000 | 145,293 | 145,293 | 269,553 CHF | 271,006 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 282,775 CHF | 284,225 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 145,000 | 145,000 | 142,230 | 142,230 | 285,012 CHF | 286,434 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 145,000 | 145,000 | 142,673 | 142,673 | 284,520 CHF | 285,946 CHF | 99.90% | 99.90% |
11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 287,338 CHF | 288,738 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 145,000 | 145,000 | 141,998 | 141,998 | 285,550 CHF | 286,970 CHF | 98.91% | 98.91% |
07/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 287,616 CHF | 289,016 CHF | 100.00% | 100.00% |