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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 198,962 | 198,925 | 366,089 CHF | 368,010 CHF | 98.11% | 99.97% |
20/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 200,000 | 200,000 | 198,963 | 198,928 | 374,294 CHF | 376,220 CHF | 98.13% | 99.98% |
19/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 198,952 | 198,921 | 357,090 CHF | 359,025 CHF | 96.85% | 98.70% |
18/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 198,971 | 198,922 | 368,401 CHF | 370,300 CHF | 98.13% | 99.97% |
15/11/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 374,593 CHF | 376,593 CHF | 70.86% | 70.86% |
14/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 198,966 | 198,919 | 378,537 CHF | 380,437 CHF | 98.13% | 99.98% |
13/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 198,812 | 196,779 | 366,011 CHF | 364,236 CHF | 91.30% | 92.09% |
12/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 200,000 | 200,000 | 198,879 | 198,053 | 359,267 CHF | 359,747 CHF | 98.61% | 99.96% |
11/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 198,142 | 195,826 | 353,299 CHF | 351,119 CHF | 99.82% | 99.95% |
08/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 198,985 | 197,058 | 340,117 CHF | 338,785 CHF | 99.17% | 99.97% |