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 | 0.61% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 369,553 CHF | 123,934 CHF | 98.86% | 98.86% |
19/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 341,602 CHF | 114,617 CHF | 98.73% | 98.73% |
18/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 341,062 CHF | 114,437 CHF | 98.90% | 98.90% |
15/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 342,393 CHF | 114,881 CHF | 98.18% | 98.18% |
14/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 353,847 CHF | 118,699 CHF | 97.64% | 97.64% |
13/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 343,469 CHF | 115,240 CHF | 98.86% | 98.86% |
12/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 366,263 CHF | 122,838 CHF | 98.22% | 98.22% |
11/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 377,531 CHF | 126,594 CHF | 98.88% | 98.88% |
08/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 369,098 CHF | 123,782 CHF | 98.68% | 98.68% |
07/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,834 CHF | 117,361 CHF | 98.16% | 98.16% |