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 | 1.07% | 0.92 CHF | 0.93 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 208,556 CHF | 23,423 CHF | 99.37% | 99.37% |
19/11/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 224,646 CHF | 25,211 CHF | 99.37% | 99.37% |
18/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 242,987 CHF | 27,249 CHF | 99.22% | 99.22% |
15/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 246,570 CHF | 27,647 CHF | 99.38% | 99.38% |
14/11/2024 | 0.74% | 1.26 CHF | 1.27 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 301,710 CHF | 33,773 CHF | 99.37% | 99.37% |
13/11/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 316,855 CHF | 35,456 CHF | 98.32% | 98.32% |
12/11/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 360,015 CHF | 40,252 CHF | 99.37% | 99.37% |
11/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 361,706 CHF | 40,440 CHF | 99.37% | 99.37% |
08/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 340,902 CHF | 38,128 CHF | 99.37% | 99.37% |
07/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 340,934 CHF | 38,132 CHF | 99.29% | 99.29% |