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 | 400,000 | 400,000 | 400,000 | 400,000 | 519,437 CHF | 523,437 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 509,508 CHF | 513,508 CHF | 98.01% | 98.01% |
18/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,023 CHF | 268,023 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 265,409 CHF | 267,409 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,921 CHF | 259,921 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 254,164 CHF | 256,164 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 259,331 CHF | 261,331 CHF | 99.98% | 99.98% |
11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,424 CHF | 265,424 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,879 CHF | 259,879 CHF | 98.94% | 98.94% |
07/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,550 CHF | 268,550 CHF | 85.79% | 85.79% |