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 | 0.53% | 1.85 CHF | 1.86 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 426,977 CHF | 95,384 CHF | 99.38% | 99.38% |
19/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 408,465 CHF | 91,270 CHF | 99.38% | 99.38% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 417,181 CHF | 93,207 CHF | 99.38% | 99.38% |
15/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 425,975 CHF | 95,161 CHF | 99.34% | 99.34% |
14/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 419,422 CHF | 93,705 CHF | 99.38% | 99.38% |
13/11/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 417,063 CHF | 93,181 CHF | 99.37% | 99.37% |
12/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 424,743 CHF | 94,887 CHF | 99.14% | 99.14% |
11/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 443,187 CHF | 98,986 CHF | 99.13% | 99.13% |
08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 429,484 CHF | 95,941 CHF | 99.38% | 99.38% |
07/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 424,041 CHF | 94,731 CHF | 98.56% | 98.56% |