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 | 0.78% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,261 CHF | 129,261 CHF | 99.81% | 99.81% |
19/11/2024 | 0.74% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,743 CHF | 135,743 CHF | 97.45% | 97.45% |
18/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,341 CHF | 152,341 CHF | 100.00% | 100.00% |
15/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,169 CHF | 154,169 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,432 CHF | 159,432 CHF | 100.00% | 100.00% |
13/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,801 CHF | 153,801 CHF | 99.95% | 99.95% |
12/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,304 CHF | 170,304 CHF | 100.00% | 100.00% |
11/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,028 CHF | 180,028 CHF | 99.78% | 99.78% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,308 CHF | 170,308 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,679 CHF | 173,679 CHF | 99.70% | 99.70% |