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% | 1.79 CHF | 1.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 411,210 CHF | 137,820 CHF | 98.32% | 98.32% |
19/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 397,058 CHF | 133,103 CHF | 96.32% | 96.32% |
18/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 399,881 CHF | 134,044 CHF | 96.54% | 96.54% |
15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 399,407 CHF | 133,886 CHF | 95.29% | 95.29% |
14/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 387,786 CHF | 130,012 CHF | 98.43% | 98.43% |
13/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 386,367 CHF | 129,539 CHF | 98.29% | 98.29% |
12/11/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 402,785 CHF | 135,012 CHF | 98.92% | 98.92% |
11/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 426,995 CHF | 143,082 CHF | 97.86% | 97.86% |
08/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 397,992 CHF | 133,414 CHF | 98.83% | 98.83% |
07/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 398,699 CHF | 133,650 CHF | 98.25% | 98.25% |