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 | 0.66% | 1.50 CHF | 1.51 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 608,030 CHF | 612,030 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 598,642 CHF | 602,642 CHF | 99.95% | 99.95% |
18/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,503 CHF | 312,503 CHF | 99.94% | 99.94% |
15/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 309,966 CHF | 311,966 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 302,386 CHF | 304,386 CHF | 100.00% | 100.00% |
13/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 298,779 CHF | 300,779 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 303,697 CHF | 305,697 CHF | 99.98% | 99.98% |
11/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 307,830 CHF | 309,830 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 302,371 CHF | 304,371 CHF | 98.94% | 98.94% |
07/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,402 CHF | 313,402 CHF | 85.82% | 85.82% |