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 | 0.57% | 1.76 CHF | 1.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 262,641 CHF | 264,141 CHF | 99.39% | 99.39% |
19/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 261,436 CHF | 262,936 CHF | 99.30% | 99.30% |
18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 262,149 CHF | 263,649 CHF | 99.31% | 99.31% |
15/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 261,169 CHF | 262,669 CHF | 99.38% | 99.38% |
14/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 261,799 CHF | 263,299 CHF | 99.37% | 99.37% |
13/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 260,389 CHF | 261,889 CHF | 99.39% | 99.39% |
12/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 252,800 CHF | 254,300 CHF | 99.08% | 99.08% |
11/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 232,537 CHF | 234,037 CHF | 99.30% | 99.30% |
08/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 235,644 CHF | 237,144 CHF | 99.39% | 99.39% |
07/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 233,594 CHF | 235,094 CHF | 99.25% | 99.25% |