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 | 0.81% | 1.23 CHF | 1.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 184,270 CHF | 61,923 CHF | 99.16% | 99.16% |
19/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 182,850 CHF | 61,450 CHF | 99.17% | 99.17% |
18/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 185,907 CHF | 62,469 CHF | 99.22% | 99.22% |
15/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 185,647 CHF | 62,382 CHF | 99.17% | 99.17% |
14/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 183,015 CHF | 61,505 CHF | 99.15% | 99.15% |
13/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 178,894 CHF | 60,131 CHF | 99.16% | 99.16% |
12/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 176,085 CHF | 59,195 CHF | 99.16% | 99.16% |
11/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 187,507 CHF | 63,002 CHF | 99.17% | 99.17% |
08/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 186,273 CHF | 62,591 CHF | 99.16% | 99.16% |
07/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 185,926 CHF | 62,475 CHF | 98.18% | 98.18% |