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 | 0.67% | 1.51 CHF | 1.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 187,010 CHF | 188,260 CHF | 99.49% | 99.49% |
19/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 184,782 CHF | 186,032 CHF | 99.39% | 99.39% |
18/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 198,157 CHF | 199,407 CHF | 99.26% | 99.26% |
15/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 193,564 CHF | 194,814 CHF | 97.91% | 97.91% |
14/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 205,267 CHF | 206,517 CHF | 99.32% | 99.32% |
13/11/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 197,995 CHF | 199,245 CHF | 98.48% | 98.48% |
12/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 198,431 CHF | 199,681 CHF | 99.12% | 99.12% |
11/11/2024 | 0.67% | 1.58 CHF | 1.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 186,571 CHF | 187,821 CHF | 98.98% | 98.98% |
08/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 169,127 CHF | 170,377 CHF | 99.49% | 99.49% |
07/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 171,418 CHF | 172,668 CHF | 99.35% | 99.35% |