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 | 0.59% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 356,517 CHF | 358,638 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 347,004 CHF | 349,452 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 335,266 CHF | 337,266 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,825 CHF | 338,825 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 333,210 CHF | 335,210 CHF | 99.49% | 99.49% |
13/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 338,275 CHF | 340,256 CHF | 99.32% | 99.32% |
12/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,795 CHF | 338,795 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 320,200 CHF | 322,200 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,198 CHF | 324,198 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 304,060 CHF | 306,018 CHF | 99.13% | 99.13% |