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 | 0.82% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,721 CHF | 244,721 CHF | 99.53% | 99.53% |
19/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,047 CHF | 244,047 CHF | 99.55% | 99.55% |
18/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 226,388 CHF | 228,388 CHF | 99.57% | 99.57% |
15/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,644 CHF | 235,644 CHF | 98.92% | 98.92% |
14/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 250,448 CHF | 252,448 CHF | 98.73% | 98.73% |
13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,740 CHF | 266,740 CHF | 96.69% | 96.69% |
12/11/2024 | 0.84% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,600 CHF | 240,600 CHF | 99.55% | 99.55% |
11/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,431 CHF | 244,431 CHF | 99.57% | 99.57% |
08/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 245,048 CHF | 247,048 CHF | 99.52% | 99.52% |
07/11/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 225,350 CHF | 227,350 CHF | 99.48% | 99.48% |