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 | 0.68% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 662,308 CHF | 222,270 CHF | 99.38% | 99.38% |
19/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 625,726 CHF | 210,075 CHF | 99.37% | 99.37% |
18/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 639,386 CHF | 214,629 CHF | 99.38% | 99.38% |
15/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 649,640 CHF | 218,047 CHF | 99.36% | 99.36% |
14/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 675,717 CHF | 226,739 CHF | 99.38% | 99.38% |
13/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 663,010 CHF | 222,503 CHF | 99.37% | 99.37% |
12/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 659,862 CHF | 221,454 CHF | 99.15% | 99.15% |
11/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 686,746 CHF | 230,415 CHF | 99.38% | 99.38% |
08/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 654,776 CHF | 219,759 CHF | 99.37% | 99.37% |
07/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 653,099 CHF | 219,200 CHF | 98.58% | 98.58% |