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 | 0.71% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,956 CHF | 282,956 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 271,516 CHF | 273,516 CHF | 99.52% | 99.52% |
18/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,836 CHF | 294,836 CHF | 99.94% | 99.94% |
15/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,384 CHF | 293,384 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 276,729 CHF | 278,729 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 269,170 CHF | 271,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 279,388 CHF | 281,388 CHF | 99.98% | 99.98% |
11/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 287,187 CHF | 289,187 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,882 CHF | 277,882 CHF | 98.93% | 98.93% |
07/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,477 CHF | 294,477 CHF | 85.74% | 85.74% |