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% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 481,874 CHF | 193,749 CHF | 99.38% | 99.38% |
19/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 488,801 CHF | 196,520 CHF | 99.38% | 99.38% |
18/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 481,061 CHF | 193,425 CHF | 99.38% | 99.38% |
15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 469,246 CHF | 188,698 CHF | 99.37% | 99.37% |
14/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 476,148 CHF | 191,459 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 489,502 CHF | 196,801 CHF | 99.38% | 99.38% |
12/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 467,535 CHF | 188,014 CHF | 99.11% | 99.11% |
11/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 468,307 CHF | 188,323 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 484,349 CHF | 194,740 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 477,864 CHF | 192,146 CHF | 98.69% | 98.69% |