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 | 0.53% | 1.90 CHF | 1.91 CHF | 150,000 | 150,000 | 148,491 | 148,491 | 286,372 CHF | 287,858 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 150,000 | 150,000 | 148,492 | 148,492 | 272,189 CHF | 273,675 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 150,000 | 150,000 | 148,493 | 148,493 | 272,340 CHF | 273,827 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 150,000 | 150,000 | 147,445 | 147,445 | 271,345 CHF | 272,822 CHF | 97.77% | 97.77% |
14/11/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 150,000 | 150,000 | 147,700 | 147,700 | 277,326 CHF | 278,805 CHF | 98.42% | 98.42% |
13/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 150,000 | 150,000 | 148,491 | 148,491 | 273,434 CHF | 274,921 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 148,459 | 148,459 | 284,693 CHF | 286,179 CHF | 99.76% | 99.76% |
11/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150,000 | 150,000 | 148,492 | 148,492 | 290,440 CHF | 291,927 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 150,000 | 150,000 | 147,045 | 147,045 | 283,676 CHF | 285,158 CHF | 98.24% | 98.24% |
07/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 147,378 | 147,378 | 274,966 CHF | 276,443 CHF | 97.92% | 97.92% |