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 | 0.69% | 1.49 CHF | 1.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 362,258 CHF | 145,903 CHF | 99.38% | 99.38% |
19/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 367,032 CHF | 147,813 CHF | 99.38% | 99.38% |
18/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 355,305 CHF | 143,122 CHF | 99.38% | 99.38% |
15/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,668 CHF | 137,267 CHF | 99.37% | 99.37% |
14/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 337,766 CHF | 136,106 CHF | 99.38% | 99.38% |
13/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 336,963 CHF | 135,785 CHF | 99.38% | 99.38% |
12/11/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 311,965 CHF | 125,786 CHF | 99.11% | 99.11% |
11/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 296,889 CHF | 119,755 CHF | 99.38% | 99.38% |
08/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 314,995 CHF | 126,998 CHF | 99.38% | 99.38% |
07/11/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 298,638 CHF | 120,455 CHF | 98.69% | 98.69% |