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 | 0.75% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 598,474 CHF | 200,992 CHF | 99.38% | 99.38% |
19/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 562,710 CHF | 189,070 CHF | 99.37% | 99.37% |
18/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 576,254 CHF | 193,585 CHF | 99.38% | 99.38% |
15/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 585,927 CHF | 196,809 CHF | 99.36% | 99.36% |
14/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 611,629 CHF | 205,376 CHF | 99.38% | 99.38% |
13/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 598,895 CHF | 201,132 CHF | 99.38% | 99.38% |
12/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 594,616 CHF | 199,705 CHF | 99.15% | 99.15% |
11/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 621,730 CHF | 208,743 CHF | 99.38% | 99.38% |
08/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 590,871 CHF | 198,457 CHF | 99.37% | 99.37% |
07/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 589,655 CHF | 198,052 CHF | 98.58% | 98.58% |