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 | 0.63% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 315,930 CHF | 317,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,959 CHF | 326,959 CHF | 99.52% | 99.52% |
18/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 305,732 CHF | 307,732 CHF | 99.93% | 99.93% |
15/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,272 CHF | 313,272 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 325,052 CHF | 327,052 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 332,991 CHF | 334,991 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,438 CHF | 324,438 CHF | 99.98% | 99.98% |
11/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 315,615 CHF | 317,615 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 328,492 CHF | 330,492 CHF | 98.93% | 98.93% |
07/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,523 CHF | 316,523 CHF | 85.74% | 85.74% |