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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 542,156 CHF | 217,863 CHF | 99.38% | 99.38% |
22/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 534,880 CHF | 214,952 CHF | 99.25% | 99.25% |
20/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 532,624 CHF | 214,050 CHF | 99.38% | 99.38% |
19/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 526,275 CHF | 211,510 CHF | 99.38% | 99.38% |
18/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 531,249 CHF | 213,500 CHF | 99.38% | 99.38% |
15/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 544,206 CHF | 218,682 CHF | 99.37% | 99.37% |
14/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 546,043 CHF | 219,417 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 534,690 CHF | 214,876 CHF | 99.38% | 99.38% |
12/11/2024 | 0.45% | 2.13 CHF | 2.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 548,305 CHF | 220,322 CHF | 99.11% | 99.11% |
11/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 558,916 CHF | 224,567 CHF | 99.38% | 99.38% |