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 | 0.63% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,877 CHF | 159,626 CHF | 99.36% | 99.36% |
19/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 460,583 CHF | 154,528 CHF | 99.38% | 99.38% |
18/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 473,395 CHF | 158,798 CHF | 96.50% | 96.50% |
15/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,890 CHF | 154,296 CHF | 99.38% | 99.38% |
14/11/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,790 CHF | 148,597 CHF | 99.37% | 99.37% |
13/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 428,446 CHF | 143,816 CHF | 96.92% | 96.92% |
12/11/2024 | 0.67% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 448,971 CHF | 150,657 CHF | 96.88% | 96.88% |
11/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 483,372 CHF | 162,124 CHF | 99.25% | 99.25% |
08/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,612 CHF | 158,204 CHF | 99.28% | 99.28% |
07/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 484,671 CHF | 162,557 CHF | 98.68% | 98.68% |