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 | 0.80% | 1.12 CHF | 1.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 186,166 CHF | 187,666 CHF | 99.17% | 99.17% |
19/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 166,706 CHF | 168,206 CHF | 99.16% | 99.16% |
18/11/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 192,961 CHF | 194,461 CHF | 99.22% | 99.22% |
15/11/2024 | 0.71% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,783 CHF | 211,283 CHF | 99.16% | 99.16% |
14/11/2024 | 0.65% | 1.66 CHF | 1.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 229,162 CHF | 230,662 CHF | 99.03% | 99.03% |
13/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 213,023 CHF | 214,523 CHF | 99.16% | 99.16% |
12/11/2024 | 0.60% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 248,459 CHF | 249,959 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 288,647 CHF | 290,147 CHF | 99.16% | 99.16% |
08/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 260,094 CHF | 261,594 CHF | 99.17% | 99.17% |
07/11/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 297,889 CHF | 299,389 CHF | 90.59% | 90.59% |