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 | 0.67% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 295,521 CHF | 297,521 CHF | 99.53% | 99.53% |
19/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,798 CHF | 296,798 CHF | 99.55% | 99.55% |
18/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 279,311 CHF | 281,311 CHF | 99.57% | 99.57% |
15/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 286,686 CHF | 288,686 CHF | 98.92% | 98.92% |
14/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 303,410 CHF | 305,410 CHF | 98.73% | 98.73% |
13/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,730 CHF | 319,730 CHF | 96.69% | 96.69% |
12/11/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,542 CHF | 293,542 CHF | 99.55% | 99.55% |
11/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 295,456 CHF | 297,456 CHF | 99.57% | 99.57% |
08/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 298,169 CHF | 300,169 CHF | 99.52% | 99.52% |
07/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 278,676 CHF | 280,676 CHF | 99.48% | 99.48% |