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 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,465 CHF | 190,465 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,020 CHF | 198,020 CHF | 99.28% | 99.28% |
18/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,297 CHF | 214,297 CHF | 99.31% | 99.31% |
15/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,245 CHF | 217,245 CHF | 99.37% | 99.37% |
14/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 218,946 CHF | 219,946 CHF | 99.35% | 99.35% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 217,705 CHF | 218,705 CHF | 99.38% | 99.38% |
12/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,159 CHF | 217,159 CHF | 99.08% | 99.08% |
11/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 214,260 CHF | 215,260 CHF | 99.28% | 99.28% |
08/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,031 CHF | 213,031 CHF | 99.39% | 99.39% |
07/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,330 CHF | 209,330 CHF | 99.27% | 99.27% |