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 | 0.55% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 819,087 CHF | 274,529 CHF | 98.73% | 98.73% |
19/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 817,530 CHF | 274,010 CHF | 90.15% | 90.15% |
18/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 801,999 CHF | 268,833 CHF | 96.19% | 96.19% |
15/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 811,533 CHF | 272,011 CHF | 98.29% | 98.29% |
14/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 829,744 CHF | 278,081 CHF | 98.94% | 98.94% |
13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 845,007 CHF | 283,169 CHF | 86.84% | 86.84% |
12/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 815,709 CHF | 273,403 CHF | 96.25% | 96.25% |
11/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 821,248 CHF | 275,249 CHF | 98.94% | 98.94% |
08/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 825,286 CHF | 276,595 CHF | 98.86% | 98.86% |
07/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 805,211 CHF | 269,904 CHF | 98.19% | 98.19% |