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 | 0.67% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,553 CHF | 150,553 CHF | 97.89% | 97.89% |
19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,481 CHF | 157,481 CHF | 96.37% | 96.37% |
18/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,692 CHF | 147,692 CHF | 96.81% | 96.81% |
15/11/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,420 CHF | 140,420 CHF | 96.08% | 96.08% |
14/11/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,739 CHF | 140,739 CHF | 98.64% | 98.64% |
13/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,804 CHF | 157,804 CHF | 98.94% | 98.94% |
12/11/2024 | 0.71% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,241 CHF | 142,241 CHF | 98.56% | 98.56% |
11/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,477 CHF | 128,477 CHF | 97.85% | 97.85% |
08/11/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,233 CHF | 139,233 CHF | 98.78% | 98.78% |
07/11/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,908 CHF | 133,908 CHF | 98.22% | 98.22% |