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 | 0.68% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 657,467 CHF | 220,656 CHF | 99.37% | 99.37% |
19/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 665,654 CHF | 223,385 CHF | 98.89% | 98.89% |
18/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 698,394 CHF | 234,298 CHF | 97.66% | 97.66% |
15/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 694,358 CHF | 232,953 CHF | 99.37% | 99.37% |
14/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 676,869 CHF | 227,123 CHF | 99.38% | 99.38% |
13/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,741 CHF | 226,080 CHF | 96.89% | 96.89% |
12/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 688,423 CHF | 230,974 CHF | 96.85% | 96.85% |
11/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 707,430 CHF | 237,310 CHF | 99.39% | 99.39% |
08/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 680,155 CHF | 228,218 CHF | 91.27% | 91.27% |
07/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 699,900 CHF | 234,800 CHF | 98.69% | 98.69% |