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 | 1.37% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,327 CHF | 147,327 CHF | 99.53% | 99.53% |
19/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,737 CHF | 146,737 CHF | 99.55% | 99.55% |
18/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,761 CHF | 130,761 CHF | 99.57% | 99.57% |
15/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,804 CHF | 137,804 CHF | 98.92% | 98.92% |
14/11/2024 | 1.30% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,750 CHF | 154,750 CHF | 98.73% | 98.73% |
13/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,030 CHF | 169,030 CHF | 96.12% | 96.12% |
12/11/2024 | 1.41% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 140,928 CHF | 142,928 CHF | 99.55% | 99.55% |
11/11/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,624 CHF | 146,624 CHF | 99.56% | 99.56% |
08/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,052 CHF | 149,052 CHF | 99.52% | 99.52% |
07/11/2024 | 1.57% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,952 CHF | 128,952 CHF | 99.24% | 99.24% |