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 | 0.70% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 358,144 CHF | 144,257 CHF | 99.38% | 99.38% |
19/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 366,667 CHF | 147,667 CHF | 99.38% | 99.38% |
18/11/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 357,710 CHF | 144,084 CHF | 99.38% | 99.38% |
15/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 356,703 CHF | 143,681 CHF | 99.37% | 99.37% |
14/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 366,039 CHF | 147,416 CHF | 99.38% | 99.38% |
13/11/2024 | 0.71% | 1.56 CHF | 1.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 349,417 CHF | 140,767 CHF | 99.38% | 99.38% |
12/11/2024 | 0.57% | 1.55 CHF | 1.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 438,015 CHF | 176,206 CHF | 99.11% | 99.11% |
11/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 463,102 CHF | 186,241 CHF | 99.38% | 99.38% |
08/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 443,749 CHF | 178,499 CHF | 99.38% | 99.38% |
07/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 449,706 CHF | 180,882 CHF | 98.69% | 98.69% |