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 | 0.70% | 1.36 CHF | 1.37 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 114,579 CHF | 115,379 CHF | 99.37% | 99.37% |
19/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 114,773 CHF | 115,573 CHF | 99.28% | 99.28% |
18/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,870 CHF | 154,870 CHF | 99.28% | 99.28% |
15/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,428 CHF | 151,428 CHF | 99.38% | 99.38% |
14/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,041 CHF | 141,041 CHF | 99.37% | 99.37% |
13/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,701 CHF | 132,701 CHF | 99.39% | 99.39% |
12/11/2024 | 0.68% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,237 CHF | 148,237 CHF | 99.08% | 99.08% |
11/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,436 CHF | 146,436 CHF | 99.27% | 99.27% |
08/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,657 CHF | 145,657 CHF | 99.39% | 99.39% |
07/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,738 CHF | 158,738 CHF | 99.29% | 99.29% |