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 | 0.83% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 240,388 CHF | 242,388 CHF | 99.81% | 99.81% |
19/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 250,871 CHF | 252,871 CHF | 99.72% | 99.72% |
18/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,319 CHF | 246,319 CHF | 99.71% | 99.71% |
15/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 236,335 CHF | 238,335 CHF | 99.81% | 99.81% |
14/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,147 CHF | 235,147 CHF | 99.81% | 99.81% |
13/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 237,159 CHF | 239,159 CHF | 99.81% | 99.81% |
12/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,347 CHF | 230,347 CHF | 99.50% | 99.50% |
11/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 221,685 CHF | 223,685 CHF | 99.72% | 99.72% |
08/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,340 CHF | 231,340 CHF | 99.81% | 99.81% |
07/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 224,370 CHF | 226,370 CHF | 95.69% | 95.69% |