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 | 0.88% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 282,617 CHF | 114,047 CHF | 99.17% | 99.17% |
19/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 292,731 CHF | 118,092 CHF | 99.17% | 99.17% |
18/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 285,006 CHF | 115,003 CHF | 99.22% | 99.22% |
15/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 288,837 CHF | 116,535 CHF | 99.17% | 99.17% |
14/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 280,387 CHF | 113,155 CHF | 99.16% | 99.16% |
13/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 283,050 CHF | 114,220 CHF | 99.17% | 99.17% |
12/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 268,594 CHF | 108,437 CHF | 99.16% | 99.16% |
11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 256,108 CHF | 103,443 CHF | 99.17% | 99.17% |
08/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 271,687 CHF | 109,675 CHF | 99.17% | 99.17% |
07/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 270,667 CHF | 109,267 CHF | 98.00% | 98.00% |