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 | 0.64% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 309,534 CHF | 311,534 CHF | 99.81% | 99.81% |
19/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 330,316 CHF | 332,316 CHF | 99.72% | 99.72% |
18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,188 CHF | 319,188 CHF | 99.71% | 99.71% |
15/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 300,845 CHF | 302,845 CHF | 99.81% | 99.81% |
14/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 294,539 CHF | 296,539 CHF | 99.81% | 99.81% |
13/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 302,420 CHF | 304,420 CHF | 99.81% | 99.81% |
12/11/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 284,879 CHF | 286,879 CHF | 99.50% | 99.50% |
11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 271,609 CHF | 273,609 CHF | 99.72% | 99.72% |
08/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 286,767 CHF | 288,767 CHF | 99.81% | 99.81% |
07/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 276,563 CHF | 278,563 CHF | 95.69% | 95.69% |