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 | 0.60% | 1.68 CHF | 1.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 417,746 CHF | 168,098 CHF | 99.16% | 99.16% |
19/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 418,132 CHF | 168,253 CHF | 99.16% | 99.16% |
18/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 412,179 CHF | 165,872 CHF | 99.22% | 99.22% |
15/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 410,643 CHF | 165,257 CHF | 99.17% | 99.17% |
14/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 415,808 CHF | 167,323 CHF | 99.15% | 99.15% |
13/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 414,612 CHF | 166,845 CHF | 99.17% | 99.17% |
12/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 410,682 CHF | 165,273 CHF | 99.16% | 99.16% |
11/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 397,649 CHF | 160,060 CHF | 99.17% | 99.17% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 399,022 CHF | 160,609 CHF | 99.16% | 99.16% |
07/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 390,716 CHF | 157,286 CHF | 97.98% | 97.98% |