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 | 0.78% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 254,761 CHF | 256,761 CHF | 99.81% | 99.81% |
19/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 235,141 CHF | 237,141 CHF | 99.72% | 99.72% |
18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,500 CHF | 251,500 CHF | 99.71% | 99.71% |
15/11/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 268,607 CHF | 270,607 CHF | 99.81% | 99.81% |
14/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 276,181 CHF | 278,181 CHF | 99.81% | 99.81% |
13/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 269,495 CHF | 271,495 CHF | 99.81% | 99.81% |
12/11/2024 | 0.69% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 288,282 CHF | 290,282 CHF | 99.51% | 99.51% |
11/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 302,677 CHF | 304,677 CHF | 99.71% | 99.71% |
08/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,342 CHF | 292,342 CHF | 99.81% | 99.81% |
07/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,790 CHF | 303,790 CHF | 95.70% | 95.70% |