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 | 0.60% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 413,326 CHF | 166,330 CHF | 99.38% | 99.38% |
19/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 392,676 CHF | 158,070 CHF | 99.38% | 99.38% |
18/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,466 CHF | 161,986 CHF | 99.38% | 99.38% |
15/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 412,458 CHF | 165,983 CHF | 99.37% | 99.37% |
14/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 405,557 CHF | 163,223 CHF | 99.38% | 99.38% |
13/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 402,465 CHF | 161,986 CHF | 99.38% | 99.38% |
12/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 411,078 CHF | 165,431 CHF | 99.11% | 99.11% |
11/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 431,650 CHF | 173,660 CHF | 99.38% | 99.38% |
08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 416,628 CHF | 167,651 CHF | 99.38% | 99.38% |
07/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 410,786 CHF | 165,314 CHF | 98.69% | 98.69% |