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 | 1.19% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,615 CHF | 84,446 CHF | 99.16% | 99.16% |
19/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,012 CHF | 86,205 CHF | 99.16% | 99.16% |
18/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 216,102 CHF | 87,441 CHF | 99.22% | 99.22% |
15/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,813 CHF | 86,525 CHF | 99.17% | 99.17% |
14/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 217,914 CHF | 88,166 CHF | 99.15% | 99.15% |
13/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,300 CHF | 90,720 CHF | 99.17% | 99.17% |
12/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 208,518 CHF | 84,407 CHF | 99.16% | 99.16% |
11/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 191,304 CHF | 77,522 CHF | 99.16% | 99.16% |
08/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 194,627 CHF | 78,851 CHF | 99.16% | 99.16% |
07/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 192,738 CHF | 78,095 CHF | 98.05% | 98.05% |