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 | 0.52% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,759 CHF | 191,759 CHF | 99.97% | 99.97% |
19/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,772 CHF | 191,772 CHF | 99.85% | 99.85% |
18/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 188,588 CHF | 189,588 CHF | 99.91% | 99.91% |
15/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,985 CHF | 188,985 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,708 CHF | 190,708 CHF | 99.65% | 99.65% |
13/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,441 CHF | 190,441 CHF | 99.94% | 99.94% |
12/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,784 CHF | 188,784 CHF | 99.78% | 99.78% |
11/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 182,350 CHF | 183,350 CHF | 99.90% | 99.90% |
08/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,135 CHF | 184,135 CHF | 99.86% | 99.86% |
07/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,880 CHF | 180,880 CHF | 99.90% | 99.90% |