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 | 0.56% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,855 CHF | 180,142 CHF | 99.16% | 99.16% |
19/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 448,491 CHF | 180,396 CHF | 99.17% | 99.17% |
18/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 442,297 CHF | 177,919 CHF | 99.21% | 99.21% |
15/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 440,945 CHF | 177,378 CHF | 99.16% | 99.16% |
14/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 445,930 CHF | 179,372 CHF | 99.15% | 99.15% |
13/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 444,867 CHF | 178,947 CHF | 99.16% | 99.16% |
12/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 440,836 CHF | 177,334 CHF | 99.17% | 99.17% |
11/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 427,678 CHF | 172,071 CHF | 99.17% | 99.17% |
08/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 429,399 CHF | 172,760 CHF | 99.17% | 99.17% |
07/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 420,828 CHF | 169,331 CHF | 97.98% | 97.98% |