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 | 0.76% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 325,965 CHF | 131,386 CHF | 99.38% | 99.38% |
19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,161 CHF | 128,664 CHF | 99.38% | 99.38% |
18/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 327,085 CHF | 131,834 CHF | 99.38% | 99.38% |
15/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 339,801 CHF | 136,920 CHF | 99.36% | 99.36% |
14/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 333,297 CHF | 134,319 CHF | 99.38% | 99.38% |
13/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,980 CHF | 128,992 CHF | 99.38% | 99.38% |
12/11/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 342,053 CHF | 137,821 CHF | 99.11% | 99.11% |
11/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 341,693 CHF | 137,677 CHF | 99.38% | 99.38% |
08/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 326,249 CHF | 131,500 CHF | 99.38% | 99.38% |
07/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 333,109 CHF | 134,243 CHF | 98.69% | 98.69% |