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 | 0.68% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 368,141 CHF | 148,256 CHF | 99.17% | 99.17% |
19/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 370,495 CHF | 149,198 CHF | 99.17% | 99.17% |
18/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 359,416 CHF | 144,766 CHF | 99.23% | 99.23% |
15/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 349,827 CHF | 140,931 CHF | 99.17% | 99.17% |
14/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,867 CHF | 144,547 CHF | 99.16% | 99.16% |
13/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 363,555 CHF | 146,422 CHF | 99.17% | 99.17% |
12/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,325 CHF | 144,330 CHF | 99.16% | 99.16% |
11/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 335,641 CHF | 135,256 CHF | 99.17% | 99.17% |
08/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 334,538 CHF | 134,815 CHF | 99.17% | 99.17% |
07/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 304,371 CHF | 122,749 CHF | 98.00% | 98.00% |