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 | 0.61% | 1.53 CHF | 1.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 246,335 CHF | 247,835 CHF | 99.17% | 99.17% |
19/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 227,004 CHF | 228,504 CHF | 99.16% | 99.16% |
18/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 253,134 CHF | 254,634 CHF | 99.22% | 99.22% |
15/11/2024 | 0.55% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 269,906 CHF | 271,406 CHF | 99.16% | 99.16% |
14/11/2024 | 0.52% | 2.06 CHF | 2.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 289,296 CHF | 290,796 CHF | 99.03% | 99.03% |
13/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 273,213 CHF | 274,713 CHF | 99.16% | 99.16% |
12/11/2024 | 0.49% | 1.87 CHF | 1.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 308,479 CHF | 309,979 CHF | 99.16% | 99.16% |
11/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 348,647 CHF | 350,147 CHF | 99.16% | 99.16% |
08/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 320,288 CHF | 321,788 CHF | 99.17% | 99.17% |
07/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 357,957 CHF | 359,457 CHF | 90.59% | 90.59% |