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 | 1.20% | 1.69 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,373 CHF | 168,373 CHF | 99.53% | 99.53% |
19/11/2024 | 1.22% | 1.64 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,526 CHF | 165,526 CHF | 99.49% | 99.49% |
18/11/2024 | 1.23% | 1.60 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,566 CHF | 163,566 CHF | 99.51% | 99.51% |
15/11/2024 | 1.26% | 1.55 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,116 CHF | 159,116 CHF | 98.95% | 98.95% |
14/11/2024 | 1.21% | 1.62 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,759 CHF | 166,759 CHF | 99.57% | 99.57% |
13/11/2024 | 1.26% | 1.72 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,581 CHF | 160,581 CHF | 97.05% | 97.05% |
12/11/2024 | 1.38% | 1.49 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,392 CHF | 146,392 CHF | 99.56% | 99.56% |
11/11/2024 | 1.38% | 1.43 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,483 CHF | 145,483 CHF | 99.51% | 99.51% |
08/11/2024 | 1.38% | 1.45 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,061 CHF | 146,061 CHF | 99.51% | 99.51% |
07/11/2024 | 1.47% | 1.35 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,075 CHF | 137,075 CHF | 99.08% | 99.08% |