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 | 0.63% | 1.54 CHF | 1.55 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 356,843 CHF | 79,799 CHF | 99.38% | 99.38% |
19/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 338,257 CHF | 75,668 CHF | 99.38% | 99.38% |
18/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 346,874 CHF | 77,583 CHF | 99.38% | 99.38% |
15/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 355,659 CHF | 79,535 CHF | 99.34% | 99.34% |
14/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 349,335 CHF | 78,130 CHF | 99.38% | 99.38% |
13/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 347,014 CHF | 77,614 CHF | 99.38% | 99.38% |
12/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 354,743 CHF | 79,332 CHF | 99.15% | 99.15% |
11/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 373,147 CHF | 83,422 CHF | 99.13% | 99.13% |
08/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 359,565 CHF | 80,403 CHF | 99.38% | 99.38% |
07/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 354,044 CHF | 79,176 CHF | 98.56% | 98.56% |