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 | 0.52% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 285,783 CHF | 287,283 CHF | 99.39% | 99.39% |
19/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 284,484 CHF | 285,984 CHF | 99.31% | 99.31% |
18/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 285,419 CHF | 286,919 CHF | 99.31% | 99.31% |
15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 284,371 CHF | 285,871 CHF | 99.38% | 99.38% |
14/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 284,835 CHF | 286,335 CHF | 99.37% | 99.37% |
13/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 283,568 CHF | 285,068 CHF | 99.38% | 99.38% |
12/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 276,000 CHF | 277,500 CHF | 99.07% | 99.07% |
11/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 255,313 CHF | 256,813 CHF | 99.30% | 99.30% |
08/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 258,936 CHF | 260,436 CHF | 99.39% | 99.39% |
07/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 256,943 CHF | 258,443 CHF | 99.23% | 99.23% |