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 | 0.85% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,843 CHF | 236,843 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 243,830 CHF | 245,830 CHF | 99.55% | 99.55% |
18/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 224,271 CHF | 226,271 CHF | 99.94% | 99.94% |
15/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 229,597 CHF | 231,597 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 243,569 CHF | 245,569 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,412 CHF | 253,412 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 241,061 CHF | 243,061 CHF | 99.98% | 99.98% |
11/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 234,272 CHF | 236,272 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,821 CHF | 248,821 CHF | 98.94% | 98.94% |
07/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,507 CHF | 234,507 CHF | 85.74% | 85.74% |