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 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,645 CHF | 182,048 CHF | 98.88% | 98.88% |
19/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,854 CHF | 185,118 CHF | 98.87% | 98.87% |
18/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,410 CHF | 194,637 CHF | 96.67% | 96.67% |
15/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 588,659 CHF | 197,720 CHF | 99.37% | 99.37% |
14/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 604,778 CHF | 203,093 CHF | 99.37% | 99.37% |
13/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 587,328 CHF | 197,276 CHF | 96.85% | 96.85% |
12/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,942 CHF | 196,480 CHF | 96.87% | 96.87% |
11/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,158 CHF | 187,886 CHF | 96.90% | 96.90% |
08/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,772 CHF | 180,091 CHF | 93.42% | 93.42% |
07/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,163 CHF | 182,221 CHF | 97.89% | 97.89% |