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 | 0.82% | 1.23 CHF | 1.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 302,158 CHF | 121,863 CHF | 99.16% | 99.16% |
19/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 301,398 CHF | 121,559 CHF | 99.17% | 99.17% |
18/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 293,348 CHF | 118,339 CHF | 99.22% | 99.22% |
15/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 287,969 CHF | 116,187 CHF | 99.17% | 99.17% |
14/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 287,026 CHF | 115,810 CHF | 99.15% | 99.15% |
13/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 292,045 CHF | 117,818 CHF | 99.16% | 99.16% |
12/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 286,454 CHF | 115,582 CHF | 99.16% | 99.16% |
11/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,058 CHF | 111,023 CHF | 99.17% | 99.17% |
08/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 277,336 CHF | 111,934 CHF | 99.16% | 99.16% |
07/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 264,781 CHF | 106,912 CHF | 97.98% | 97.98% |