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 | 0.49% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 453,726 CHF | 151,992 CHF | 98.87% | 98.87% |
19/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 425,983 CHF | 142,744 CHF | 98.69% | 98.69% |
18/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 424,906 CHF | 142,385 CHF | 98.89% | 98.89% |
15/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 426,471 CHF | 142,907 CHF | 98.19% | 98.19% |
14/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 437,396 CHF | 146,549 CHF | 97.64% | 97.64% |
13/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 427,021 CHF | 143,090 CHF | 98.84% | 98.84% |
12/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 449,684 CHF | 150,645 CHF | 98.93% | 98.93% |
11/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 461,103 CHF | 154,451 CHF | 98.88% | 98.88% |
08/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 453,451 CHF | 151,900 CHF | 98.40% | 98.40% |
07/11/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 434,297 CHF | 145,516 CHF | 98.17% | 98.17% |