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 | 0.51% | 1.98 CHF | 1.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,914 CHF | 196,165 CHF | 99.17% | 99.17% |
19/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 494,522 CHF | 198,809 CHF | 99.17% | 99.17% |
18/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 494,122 CHF | 198,649 CHF | 99.22% | 99.22% |
15/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,609 CHF | 196,043 CHF | 99.16% | 99.16% |
14/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 484,368 CHF | 194,747 CHF | 99.15% | 99.15% |
13/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 497,836 CHF | 200,134 CHF | 99.16% | 99.16% |
12/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 487,317 CHF | 195,927 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 469,308 CHF | 188,723 CHF | 99.17% | 99.17% |
08/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 474,519 CHF | 190,807 CHF | 99.16% | 99.16% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 459,013 CHF | 184,605 CHF | 97.97% | 97.97% |