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 | 0.65% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,659 CHF | 154,220 CHF | 98.36% | 98.36% |
19/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 466,540 CHF | 156,513 CHF | 97.52% | 97.52% |
18/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,823 CHF | 152,608 CHF | 96.01% | 96.01% |
15/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 452,826 CHF | 151,942 CHF | 98.90% | 98.90% |
14/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 465,943 CHF | 156,314 CHF | 96.90% | 96.90% |
13/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 463,922 CHF | 155,641 CHF | 94.57% | 94.57% |
12/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,756 CHF | 153,252 CHF | 94.63% | 94.63% |
11/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,520 CHF | 153,173 CHF | 96.47% | 96.47% |
08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 457,770 CHF | 153,590 CHF | 92.06% | 92.06% |
07/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 463,492 CHF | 155,497 CHF | 97.60% | 97.60% |