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 | 0.70% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 424,627 CHF | 142,542 CHF | 98.38% | 98.38% |
19/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 431,529 CHF | 144,843 CHF | 97.50% | 97.50% |
18/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 419,775 CHF | 140,925 CHF | 96.24% | 96.24% |
15/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,537 CHF | 140,179 CHF | 98.89% | 98.89% |
14/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,757 CHF | 144,586 CHF | 96.88% | 96.88% |
13/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 428,809 CHF | 143,936 CHF | 94.47% | 94.47% |
12/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,599 CHF | 141,533 CHF | 94.56% | 94.56% |
11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 421,319 CHF | 141,440 CHF | 96.45% | 96.45% |
08/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 422,550 CHF | 141,850 CHF | 92.06% | 92.06% |
07/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 428,205 CHF | 143,735 CHF | 97.59% | 97.59% |