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 | 1.22% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,428 CHF | 164,428 CHF | 99.53% | 99.53% |
19/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,926 CHF | 164,926 CHF | 99.55% | 99.55% |
18/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,990 CHF | 181,990 CHF | 99.57% | 99.57% |
15/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 174,078 CHF | 176,078 CHF | 98.92% | 98.92% |
14/11/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 156,872 CHF | 158,872 CHF | 98.73% | 98.73% |
13/11/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 142,884 CHF | 144,884 CHF | 96.13% | 96.13% |
12/11/2024 | 1.18% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,923 CHF | 170,923 CHF | 99.55% | 99.55% |
11/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,806 CHF | 167,806 CHF | 99.57% | 99.57% |
08/11/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,426 CHF | 166,426 CHF | 99.52% | 99.52% |
07/11/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,798 CHF | 187,798 CHF | 99.24% | 99.24% |