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 | 0.76% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 328,832 CHF | 132,533 CHF | 99.16% | 99.16% |
19/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 329,702 CHF | 132,881 CHF | 99.17% | 99.17% |
18/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 337,786 CHF | 136,114 CHF | 99.22% | 99.22% |
15/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,486 CHF | 138,395 CHF | 99.17% | 99.17% |
14/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,312 CHF | 138,725 CHF | 99.15% | 99.15% |
13/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 339,671 CHF | 136,868 CHF | 99.16% | 99.16% |
12/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,945 CHF | 138,978 CHF | 99.15% | 99.15% |
11/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,260 CHF | 143,504 CHF | 99.16% | 99.16% |
08/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,985 CHF | 143,394 CHF | 99.16% | 99.16% |
07/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 368,608 CHF | 148,443 CHF | 98.05% | 98.05% |