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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 458,711 CHF | 153,654 CHF | 98.91% | 98.91% |
20/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 438,978 CHF | 147,076 CHF | 98.86% | 98.86% |
19/11/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 410,709 CHF | 137,653 CHF | 98.73% | 98.73% |
18/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 410,418 CHF | 137,556 CHF | 98.91% | 98.91% |
15/11/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 411,806 CHF | 138,019 CHF | 98.09% | 98.09% |
14/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 423,165 CHF | 141,805 CHF | 97.17% | 97.17% |
13/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 412,741 CHF | 138,330 CHF | 98.86% | 98.86% |
12/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 435,628 CHF | 145,959 CHF | 98.91% | 98.91% |
11/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 447,025 CHF | 149,758 CHF | 98.88% | 98.88% |
08/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 438,642 CHF | 146,964 CHF | 98.73% | 98.73% |