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 | 0.90% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,221 CHF | 111,088 CHF | 99.17% | 99.17% |
19/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 281,271 CHF | 113,509 CHF | 99.17% | 99.17% |
18/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 281,815 CHF | 113,726 CHF | 99.23% | 99.23% |
15/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,739 CHF | 111,296 CHF | 99.16% | 99.16% |
14/11/2024 | 0.91% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,092 CHF | 111,037 CHF | 99.16% | 99.16% |
13/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 246,485 CHF | 99,594 CHF | 99.17% | 99.17% |
12/11/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 254,073 CHF | 102,629 CHF | 99.17% | 99.17% |
11/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 272,813 CHF | 110,125 CHF | 99.17% | 99.17% |
08/11/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 279,163 CHF | 112,665 CHF | 99.17% | 99.17% |
07/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 99,988 | 294,501 CHF | 118,787 CHF | 98.06% | 98.06% |