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 | 0.57% | 1.72 CHF | 1.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 436,474 CHF | 175,590 CHF | 99.17% | 99.17% |
19/11/2024 | 0.60% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 420,370 CHF | 169,148 CHF | 96.92% | 96.92% |
18/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 380,759 CHF | 153,304 CHF | 99.22% | 99.22% |
15/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 376,490 CHF | 151,596 CHF | 99.17% | 99.17% |
14/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 363,662 CHF | 146,465 CHF | 99.15% | 99.15% |
13/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 378,550 CHF | 152,420 CHF | 99.16% | 99.16% |
12/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 336,969 CHF | 135,788 CHF | 99.16% | 99.16% |
11/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 312,679 CHF | 126,072 CHF | 99.17% | 99.17% |
08/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 337,696 CHF | 136,078 CHF | 99.16% | 99.16% |
07/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 330,038 CHF | 133,015 CHF | 97.99% | 97.99% |