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 | 0.78% | 1.22 CHF | 1.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 286,762 CHF | 96,337 CHF | 99.38% | 99.38% |
19/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 268,333 CHF | 90,194 CHF | 99.38% | 99.38% |
18/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 276,909 CHF | 93,053 CHF | 99.38% | 99.38% |
15/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,448 CHF | 95,899 CHF | 99.34% | 99.34% |
14/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 279,367 CHF | 93,873 CHF | 99.38% | 99.38% |
13/11/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 277,190 CHF | 93,147 CHF | 99.37% | 99.37% |
12/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 284,998 CHF | 95,749 CHF | 99.14% | 99.14% |
11/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 303,387 CHF | 101,879 CHF | 99.13% | 99.13% |
08/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 289,968 CHF | 97,406 CHF | 99.38% | 99.38% |
07/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 284,351 CHF | 95,534 CHF | 98.56% | 98.56% |