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 | 0.54% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 458,522 CHF | 184,409 CHF | 99.38% | 99.38% |
19/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 438,055 CHF | 176,222 CHF | 99.38% | 99.38% |
18/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,619 CHF | 180,048 CHF | 99.38% | 99.38% |
15/11/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 457,676 CHF | 184,070 CHF | 99.37% | 99.37% |
14/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 450,642 CHF | 181,257 CHF | 99.38% | 99.38% |
13/11/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 447,597 CHF | 180,039 CHF | 99.38% | 99.38% |
12/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 456,260 CHF | 183,504 CHF | 99.11% | 99.11% |
11/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 476,831 CHF | 191,732 CHF | 99.38% | 99.38% |
08/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 461,834 CHF | 185,734 CHF | 99.38% | 99.38% |
07/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 455,954 CHF | 183,381 CHF | 98.69% | 98.69% |