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 | 1.31% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 151,639 CHF | 153,639 CHF | 100.00% | 100.00% |
19/11/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 140,253 CHF | 142,253 CHF | 86.98% | 86.98% |
18/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,317 CHF | 165,317 CHF | 99.94% | 99.94% |
15/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,589 CHF | 163,589 CHF | 100.00% | 100.00% |
14/11/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,153 CHF | 149,153 CHF | 100.00% | 100.00% |
13/11/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,519 CHF | 141,519 CHF | 100.00% | 100.00% |
12/11/2024 | 1.33% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,811 CHF | 151,811 CHF | 99.98% | 99.98% |
11/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,494 CHF | 159,494 CHF | 100.00% | 100.00% |
08/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 146,105 CHF | 148,105 CHF | 98.94% | 98.94% |
07/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 162,124 CHF | 164,124 CHF | 85.74% | 85.74% |