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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 385,220 CHF | 129,157 CHF | 98.89% | 98.89% |
20/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 361,264 CHF | 121,171 CHF | 98.36% | 98.36% |
19/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 347,855 CHF | 116,702 CHF | 96.18% | 96.18% |
18/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,851 CHF | 117,367 CHF | 96.19% | 96.19% |
15/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,927 CHF | 117,392 CHF | 95.50% | 95.50% |
14/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 338,998 CHF | 113,749 CHF | 98.39% | 98.39% |
13/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 337,639 CHF | 113,296 CHF | 98.23% | 98.23% |
12/11/2024 | 0.64% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 353,304 CHF | 118,518 CHF | 98.93% | 98.93% |
11/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 376,470 CHF | 126,240 CHF | 97.88% | 97.88% |
08/11/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 348,629 CHF | 116,960 CHF | 98.80% | 98.80% |