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 | 0.54% | 1.89 CHF | 1.90 CHF | 100,000 | 90,226 | 99,061 | 89,389 | 186,490 CHF | 169,176 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100,000 | 90,226 | 99,051 | 89,380 | 188,189 CHF | 170,710 CHF | 98.88% | 98.88% |
18/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 90,226 | 99,064 | 89,391 | 187,231 CHF | 169,845 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 90,226 | 100,000 | 90,226 | 190,070 CHF | 172,395 CHF | 72.10% | 72.10% |
14/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100,000 | 90,226 | 99,060 | 89,388 | 188,612 CHF | 171,091 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100,000 | 90,226 | 99,054 | 89,383 | 188,990 CHF | 171,433 CHF | 99.32% | 99.32% |
12/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100,000 | 90,226 | 99,058 | 89,386 | 187,891 CHF | 170,440 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 90,226 | 99,063 | 89,391 | 184,416 CHF | 167,305 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 90,226 | 99,062 | 89,390 | 184,631 CHF | 167,499 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 90,226 | 99,064 | 89,392 | 185,411 CHF | 168,203 CHF | 100.00% | 100.00% |