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 | 0.54% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 367,743 CHF | 369,743 CHF | 99.81% | 99.81% |
19/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 357,897 CHF | 359,897 CHF | 99.72% | 99.72% |
18/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 365,043 CHF | 367,043 CHF | 99.71% | 99.71% |
15/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 374,591 CHF | 376,591 CHF | 99.81% | 99.81% |
14/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 378,425 CHF | 380,425 CHF | 99.81% | 99.81% |
13/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 374,957 CHF | 376,957 CHF | 99.81% | 99.81% |
12/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 384,345 CHF | 386,345 CHF | 99.50% | 99.50% |
11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 391,555 CHF | 393,555 CHF | 99.72% | 99.72% |
08/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 385,316 CHF | 387,316 CHF | 99.81% | 99.81% |
07/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 391,162 CHF | 393,162 CHF | 95.70% | 95.70% |