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 | 0.50% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 902,947 CHF | 302,482 CHF | 99.44% | 99.44% |
19/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 908,358 CHF | 304,286 CHF | 98.95% | 98.95% |
18/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 905,403 CHF | 303,301 CHF | 97.62% | 97.62% |
15/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 903,254 CHF | 302,585 CHF | 99.44% | 99.44% |
14/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 882,595 CHF | 295,698 CHF | 99.44% | 99.44% |
13/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 842,477 CHF | 282,326 CHF | 96.93% | 96.93% |
12/11/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 869,831 CHF | 291,444 CHF | 96.97% | 96.97% |
11/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 903,102 CHF | 302,534 CHF | 99.47% | 99.47% |
08/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 914,224 CHF | 306,241 CHF | 90.59% | 90.59% |
07/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 944,016 CHF | 316,172 CHF | 98.69% | 98.69% |