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 | 0.61% | 1.60 CHF | 1.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 328,492 CHF | 330,492 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 319,028 CHF | 321,028 CHF | 99.55% | 99.55% |
18/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 340,480 CHF | 342,480 CHF | 99.94% | 99.94% |
15/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 339,073 CHF | 341,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,438 CHF | 326,438 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 316,816 CHF | 318,816 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 326,992 CHF | 328,992 CHF | 99.98% | 99.98% |
11/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,822 CHF | 336,822 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,561 CHF | 325,561 CHF | 98.94% | 98.94% |
07/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 340,346 CHF | 342,346 CHF | 85.74% | 85.74% |