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 | 1.26% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 177,978 CHF | 60,076 CHF | 99.17% | 99.17% |
19/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,450 CHF | 60,567 CHF | 99.17% | 99.17% |
18/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 180,968 CHF | 61,073 CHF | 99.22% | 99.22% |
15/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 180,281 CHF | 60,844 CHF | 99.16% | 99.16% |
14/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 172,492 CHF | 58,247 CHF | 99.16% | 99.16% |
13/11/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 164,998 CHF | 55,749 CHF | 99.16% | 99.16% |
12/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 158,522 CHF | 53,591 CHF | 99.16% | 99.16% |
11/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 179,163 CHF | 60,471 CHF | 99.16% | 99.16% |
08/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 180,188 CHF | 60,813 CHF | 99.16% | 99.16% |
07/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 176,787 CHF | 59,679 CHF | 98.19% | 98.19% |