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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 899,463 CHF | 301,321 CHF | 99.38% | 99.38% |
22/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 893,283 CHF | 299,261 CHF | 99.16% | 99.16% |
20/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 886,168 CHF | 296,889 CHF | 99.37% | 99.37% |
19/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 857,599 CHF | 287,366 CHF | 99.38% | 99.38% |
18/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 849,071 CHF | 284,524 CHF | 99.25% | 99.25% |
15/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 833,164 CHF | 279,222 CHF | 98.76% | 98.76% |
14/11/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 915,818 CHF | 306,773 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 907,618 CHF | 304,040 CHF | 99.37% | 99.37% |
12/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 915,086 CHF | 306,529 CHF | 99.37% | 99.37% |
11/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 902,048 CHF | 302,183 CHF | 99.38% | 99.38% |