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 | 0.69% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 287,145 CHF | 289,145 CHF | 99.81% | 99.81% |
19/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,407 CHF | 279,407 CHF | 99.72% | 99.72% |
18/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 284,544 CHF | 286,544 CHF | 99.71% | 99.71% |
15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,916 CHF | 295,916 CHF | 99.81% | 99.81% |
14/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 297,597 CHF | 299,597 CHF | 99.81% | 99.81% |
13/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,258 CHF | 296,258 CHF | 99.81% | 99.81% |
12/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 303,581 CHF | 305,581 CHF | 99.51% | 99.51% |
11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,855 CHF | 312,855 CHF | 99.72% | 99.72% |
08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 304,587 CHF | 306,587 CHF | 99.81% | 99.81% |
07/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,147 CHF | 312,147 CHF | 95.69% | 95.69% |