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% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 321,547 CHF | 323,583 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 1.62 CHF | 1.63 CHF | 200,000 | 200,000 | 195,491 | 195,491 | 312,984 CHF | 315,308 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 300,237 CHF | 302,237 CHF | 100.00% | 100.00% |
15/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,933 CHF | 303,933 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 298,216 CHF | 300,216 CHF | 99.50% | 99.50% |
13/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 197,471 | 197,471 | 303,927 CHF | 305,909 CHF | 99.32% | 99.32% |
12/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,807 CHF | 303,807 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 285,490 CHF | 287,490 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 287,061 CHF | 289,061 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 193,515 | 193,515 | 270,346 CHF | 272,300 CHF | 99.13% | 99.13% |