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% | 1.47 CHF | 1.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,725 CHF | 144,490 CHF | 99.38% | 99.38% |
19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 361,147 CHF | 145,459 CHF | 99.38% | 99.38% |
18/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 346,197 CHF | 139,479 CHF | 99.38% | 99.38% |
15/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 333,435 CHF | 134,374 CHF | 99.37% | 99.37% |
14/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,327 CHF | 125,131 CHF | 99.38% | 99.38% |
13/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 297,011 CHF | 119,804 CHF | 99.38% | 99.38% |
12/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 299,542 CHF | 120,817 CHF | 99.11% | 99.11% |
11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 285,326 CHF | 115,130 CHF | 99.38% | 99.38% |
08/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 296,520 CHF | 119,608 CHF | 99.38% | 99.38% |
07/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 285,582 CHF | 115,233 CHF | 98.69% | 98.69% |