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 | 0.66% | 1.52 CHF | 1.53 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 378,949 CHF | 114,435 CHF | 98.31% | 98.31% |
19/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 373,330 CHF | 112,749 CHF | 98.64% | 98.64% |
18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 378,892 CHF | 114,418 CHF | 94.92% | 94.92% |
15/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 377,639 CHF | 114,042 CHF | 99.41% | 99.41% |
14/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 370,418 CHF | 111,875 CHF | 95.87% | 95.87% |
13/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 365,221 CHF | 110,316 CHF | 96.88% | 96.88% |
12/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 365,059 CHF | 110,268 CHF | 89.37% | 89.37% |
11/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 356,832 CHF | 107,800 CHF | 98.89% | 98.89% |
08/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 345,617 CHF | 104,435 CHF | 93.37% | 93.37% |
07/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 337,832 CHF | 102,100 CHF | 84.77% | 84.77% |