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 | 0.58% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,708 CHF | 171,708 CHF | 99.49% | 99.49% |
19/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,590 CHF | 169,590 CHF | 99.35% | 99.35% |
18/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,721 CHF | 175,721 CHF | 99.19% | 99.19% |
15/11/2024 | 0.52% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 190,791 CHF | 191,791 CHF | 99.41% | 99.41% |
14/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,960 CHF | 200,960 CHF | 99.48% | 99.48% |
13/11/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,523 CHF | 194,523 CHF | 99.23% | 99.23% |
12/11/2024 | 0.56% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,980 CHF | 177,980 CHF | 99.02% | 99.02% |
11/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,242 CHF | 168,242 CHF | 99.38% | 99.38% |
08/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,220 CHF | 170,220 CHF | 99.43% | 99.43% |
07/11/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,024 CHF | 175,024 CHF | 99.36% | 99.36% |