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 | 1.60% | 0.59 CHF | 0.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 279,618 CHF | 63,137 CHF | 99.16% | 99.16% |
19/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 263,505 CHF | 59,557 CHF | 99.17% | 99.17% |
18/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 278,063 CHF | 62,792 CHF | 99.22% | 99.22% |
15/11/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 269,040 CHF | 60,787 CHF | 99.16% | 99.16% |
14/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 282,877 CHF | 63,861 CHF | 99.15% | 99.15% |
13/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 278,586 CHF | 62,908 CHF | 99.17% | 99.17% |
12/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 306,811 CHF | 69,180 CHF | 99.15% | 99.15% |
11/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 331,430 CHF | 74,651 CHF | 99.16% | 99.16% |
08/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 301,583 CHF | 68,018 CHF | 99.16% | 99.16% |
07/11/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 306,041 CHF | 69,009 CHF | 98.19% | 98.19% |