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 | 0.85% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 175,538 CHF | 59,013 CHF | 99.37% | 99.37% |
19/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 173,405 CHF | 58,302 CHF | 99.38% | 99.38% |
18/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 166,558 CHF | 56,019 CHF | 97.55% | 97.55% |
15/11/2024 | 0.80% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 188,183 CHF | 63,228 CHF | 99.38% | 99.38% |
14/11/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 194,710 CHF | 65,404 CHF | 93.44% | 93.44% |
13/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 224,340 CHF | 75,280 CHF | 96.85% | 96.85% |
12/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 226,734 CHF | 76,078 CHF | 96.81% | 96.81% |
11/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 230,207 CHF | 77,236 CHF | 99.14% | 99.14% |
08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 231,397 CHF | 77,632 CHF | 90.37% | 90.37% |
07/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 231,424 CHF | 77,641 CHF | 97.28% | 97.28% |