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 | 0.69% | 1.33 CHF | 1.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 216,217 CHF | 217,717 CHF | 99.17% | 99.17% |
19/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 196,837 CHF | 198,337 CHF | 99.16% | 99.16% |
18/11/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 223,122 CHF | 224,622 CHF | 99.22% | 99.22% |
15/11/2024 | 0.62% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 239,867 CHF | 241,367 CHF | 99.16% | 99.16% |
14/11/2024 | 0.58% | 1.86 CHF | 1.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 259,204 CHF | 260,704 CHF | 99.03% | 99.03% |
13/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 243,166 CHF | 244,666 CHF | 99.16% | 99.16% |
12/11/2024 | 0.54% | 1.67 CHF | 1.68 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 278,479 CHF | 279,979 CHF | 99.16% | 99.16% |
11/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 318,647 CHF | 320,147 CHF | 99.16% | 99.16% |
08/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 290,252 CHF | 291,752 CHF | 99.17% | 99.17% |
07/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 327,955 CHF | 329,455 CHF | 90.59% | 90.59% |