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 | 0.57% | 1.68 CHF | 1.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 782,109 CHF | 262,203 CHF | 99.38% | 99.38% |
19/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 742,830 CHF | 249,110 CHF | 99.37% | 99.37% |
18/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 756,917 CHF | 253,806 CHF | 99.38% | 99.38% |
15/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,352 CHF | 257,951 CHF | 99.36% | 99.36% |
14/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 796,991 CHF | 267,164 CHF | 99.38% | 99.38% |
13/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 782,867 CHF | 262,456 CHF | 99.38% | 99.38% |
12/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 776,657 CHF | 260,386 CHF | 99.16% | 99.16% |
11/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 804,205 CHF | 269,568 CHF | 99.37% | 99.37% |
08/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 769,942 CHF | 258,147 CHF | 99.37% | 99.37% |
07/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 768,871 CHF | 257,790 CHF | 98.58% | 98.58% |