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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 864,383 CHF | 193,085 CHF | 99.16% | 99.16% |
20/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 896,315 CHF | 200,181 CHF | 99.16% | 99.16% |
19/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 450,000 | 100,000 | 449,996 | 100,000 | 932,045 CHF | 208,123 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 930,409 CHF | 207,758 CHF | 99.22% | 99.22% |
15/11/2024 | 0.53% | 2.05 CHF | 2.06 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 840,642 CHF | 187,809 CHF | 99.16% | 99.16% |
14/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 725,021 CHF | 162,116 CHF | 99.15% | 99.15% |
13/11/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 743,237 CHF | 166,164 CHF | 99.16% | 99.16% |
12/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 715,553 CHF | 160,012 CHF | 99.16% | 99.16% |
11/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 730,833 CHF | 163,407 CHF | 99.17% | 99.17% |
08/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 769,748 CHF | 172,055 CHF | 99.17% | 99.17% |