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% | 1.62 CHF | 1.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,028 CHF | 316,028 CHF | 99.53% | 99.53% |
19/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 313,292 CHF | 315,292 CHF | 99.55% | 99.55% |
18/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 297,861 CHF | 299,861 CHF | 99.57% | 99.57% |
15/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 305,274 CHF | 307,274 CHF | 98.92% | 98.92% |
14/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 321,975 CHF | 323,975 CHF | 98.73% | 98.73% |
13/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 336,300 CHF | 338,300 CHF | 96.69% | 96.69% |
12/11/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 310,102 CHF | 312,102 CHF | 99.55% | 99.55% |
11/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 314,038 CHF | 316,038 CHF | 99.57% | 99.57% |
08/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 316,791 CHF | 318,791 CHF | 99.52% | 99.52% |
07/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 297,364 CHF | 299,364 CHF | 99.48% | 99.48% |