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 | 0.74% | 1.37 CHF | 1.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 406,373 CHF | 409,373 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 406,862 CHF | 409,862 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 419,486 CHF | 422,486 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 417,780 CHF | 420,780 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 420,136 CHF | 423,136 CHF | 99.79% | 99.79% |
13/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 401,934 CHF | 404,934 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 395,555 CHF | 398,555 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 386,145 CHF | 389,145 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 369,844 CHF | 372,844 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 367,810 CHF | 370,810 CHF | 100.00% | 100.00% |