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 | 0.81% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 305,776 CHF | 123,310 CHF | 99.38% | 99.38% |
19/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 314,167 CHF | 126,667 CHF | 99.38% | 99.38% |
18/11/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 305,210 CHF | 123,084 CHF | 99.38% | 99.38% |
15/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 304,203 CHF | 122,681 CHF | 99.37% | 99.37% |
14/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 313,716 CHF | 126,486 CHF | 99.38% | 99.38% |
13/11/2024 | 0.84% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 297,065 CHF | 119,826 CHF | 99.38% | 99.38% |
12/11/2024 | 0.65% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 385,515 CHF | 155,206 CHF | 99.11% | 99.11% |
11/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 410,762 CHF | 165,305 CHF | 99.38% | 99.38% |
08/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 391,384 CHF | 157,554 CHF | 99.38% | 99.38% |
07/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 397,384 CHF | 159,953 CHF | 98.69% | 98.69% |