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 | 0.82% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 303,865 CHF | 122,546 CHF | 99.16% | 99.16% |
19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,444 CHF | 125,178 CHF | 99.16% | 99.16% |
18/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,065 CHF | 125,026 CHF | 99.22% | 99.22% |
15/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 303,348 CHF | 122,339 CHF | 99.16% | 99.16% |
14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 300,234 CHF | 121,094 CHF | 99.15% | 99.15% |
13/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 313,734 CHF | 126,494 CHF | 99.17% | 99.17% |
12/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 303,006 CHF | 122,203 CHF | 99.17% | 99.17% |
11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 285,252 CHF | 115,101 CHF | 99.17% | 99.17% |
08/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 290,477 CHF | 117,191 CHF | 99.17% | 99.17% |
07/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 274,749 CHF | 110,899 CHF | 98.04% | 98.04% |