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 | 0.51% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 390,774 CHF | 392,791 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 1.96 CHF | 1.98 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 380,519 CHF | 383,025 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 369,404 CHF | 371,404 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 371,016 CHF | 373,016 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 367,323 CHF | 369,323 CHF | 99.50% | 99.50% |
13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 372,133 CHF | 374,110 CHF | 99.32% | 99.32% |
12/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 371,118 CHF | 373,118 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 354,474 CHF | 356,474 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 356,463 CHF | 358,463 CHF | 100.00% | 100.00% |
07/11/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 337,209 CHF | 339,168 CHF | 99.13% | 99.13% |