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 | 0.72% | 1.37 CHF | 1.38 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 206,862 CHF | 69,454 CHF | 98.93% | 98.93% |
19/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 214,105 CHF | 71,868 CHF | 98.90% | 98.90% |
18/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 222,000 CHF | 74,500 CHF | 97.02% | 97.02% |
15/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 227,643 CHF | 76,381 CHF | 99.37% | 99.37% |
14/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 221,246 CHF | 74,249 CHF | 99.37% | 99.37% |
13/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 208,627 CHF | 70,042 CHF | 97.01% | 97.01% |
12/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 199,720 CHF | 67,073 CHF | 96.89% | 96.89% |
11/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 189,268 CHF | 63,589 CHF | 98.88% | 98.88% |
08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 189,718 CHF | 63,739 CHF | 93.76% | 93.76% |
07/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 196,555 CHF | 66,018 CHF | 98.69% | 98.69% |