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 | 0.54% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 462,500 CHF | 186,000 CHF | 99.38% | 99.38% |
19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 463,302 CHF | 186,321 CHF | 99.38% | 99.38% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 458,619 CHF | 184,448 CHF | 99.38% | 99.38% |
15/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 457,437 CHF | 183,975 CHF | 99.37% | 99.37% |
14/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,108 CHF | 182,643 CHF | 99.38% | 99.38% |
13/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 451,035 CHF | 181,414 CHF | 99.04% | 99.04% |
12/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,146 CHF | 179,858 CHF | 99.11% | 99.11% |
11/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,425 CHF | 179,970 CHF | 99.38% | 99.38% |
08/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,994 CHF | 182,597 CHF | 99.38% | 99.38% |
07/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 457,580 CHF | 184,032 CHF | 98.69% | 98.69% |