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 | 0.68% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 656,095 CHF | 220,198 CHF | 98.88% | 98.88% |
19/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 666,093 CHF | 223,531 CHF | 98.88% | 98.88% |
18/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 695,722 CHF | 233,408 CHF | 96.73% | 96.73% |
15/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 703,837 CHF | 236,112 CHF | 99.37% | 99.37% |
14/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 720,580 CHF | 241,693 CHF | 99.37% | 99.37% |
13/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 701,605 CHF | 235,368 CHF | 96.95% | 96.95% |
12/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 699,545 CHF | 234,682 CHF | 96.91% | 96.91% |
11/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 673,552 CHF | 226,017 CHF | 96.89% | 96.89% |
08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 649,010 CHF | 217,837 CHF | 93.42% | 93.42% |
07/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 656,203 CHF | 220,234 CHF | 97.91% | 97.91% |