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 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,943 CHF | 259,943 CHF | 99.81% | 99.81% |
19/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,012 CHF | 250,012 CHF | 99.72% | 99.72% |
18/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255,129 CHF | 257,129 CHF | 99.71% | 99.71% |
15/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,570 CHF | 266,570 CHF | 99.81% | 99.81% |
14/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 268,340 CHF | 270,340 CHF | 99.81% | 99.81% |
13/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,835 CHF | 266,835 CHF | 99.81% | 99.81% |
12/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 274,157 CHF | 276,157 CHF | 99.51% | 99.51% |
11/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,398 CHF | 283,398 CHF | 99.72% | 99.72% |
08/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,061 CHF | 277,061 CHF | 99.81% | 99.81% |
07/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,806 CHF | 282,806 CHF | 95.69% | 95.69% |