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 | 0.73% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,136 CHF | 137,136 CHF | 99.49% | 99.49% |
19/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,977 CHF | 134,977 CHF | 98.86% | 98.86% |
18/11/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,902 CHF | 140,902 CHF | 98.95% | 98.95% |
15/11/2024 | 0.64% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,063 CHF | 157,063 CHF | 99.49% | 99.49% |
14/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,202 CHF | 166,202 CHF | 99.49% | 99.49% |
13/11/2024 | 0.63% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,063 CHF | 160,063 CHF | 99.27% | 99.27% |
12/11/2024 | 0.70% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,528 CHF | 143,528 CHF | 98.95% | 98.95% |
11/11/2024 | 0.75% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,959 CHF | 133,959 CHF | 99.32% | 99.32% |
08/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,188 CHF | 136,188 CHF | 99.43% | 99.43% |
07/11/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,712 CHF | 140,712 CHF | 99.34% | 99.34% |