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 | 0.52% | 1.95 CHF | 1.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 482,351 CHF | 193,941 CHF | 99.17% | 99.17% |
19/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 484,322 CHF | 194,729 CHF | 99.17% | 99.17% |
18/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 473,417 CHF | 190,367 CHF | 99.23% | 99.23% |
15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 463,762 CHF | 186,505 CHF | 99.17% | 99.17% |
14/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 473,078 CHF | 190,231 CHF | 99.16% | 99.16% |
13/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 477,600 CHF | 192,040 CHF | 99.17% | 99.17% |
12/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 472,088 CHF | 189,835 CHF | 99.16% | 99.16% |
11/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 449,765 CHF | 180,906 CHF | 99.17% | 99.17% |
08/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 448,490 CHF | 180,396 CHF | 99.17% | 99.17% |
07/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 418,888 CHF | 168,555 CHF | 98.00% | 98.00% |