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 | 1.35% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,288 CHF | 74,715 CHF | 99.17% | 99.17% |
19/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 185,051 CHF | 75,020 CHF | 99.17% | 99.17% |
18/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 184,014 CHF | 74,606 CHF | 99.22% | 99.22% |
15/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,158 CHF | 73,063 CHF | 99.16% | 99.16% |
14/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 178,311 CHF | 72,324 CHF | 99.15% | 99.15% |
13/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 177,346 CHF | 71,938 CHF | 99.17% | 99.17% |
12/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 171,450 CHF | 69,580 CHF | 99.16% | 99.16% |
11/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 167,828 CHF | 68,131 CHF | 99.17% | 99.17% |
08/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 169,072 CHF | 68,629 CHF | 99.17% | 99.17% |
07/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 163,156 CHF | 66,263 CHF | 97.98% | 97.98% |