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 | 0.59% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 420,657 CHF | 169,263 CHF | 99.38% | 99.38% |
19/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 421,794 CHF | 169,718 CHF | 99.38% | 99.38% |
18/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 399,305 CHF | 160,722 CHF | 99.38% | 99.38% |
15/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 393,953 CHF | 158,581 CHF | 99.37% | 99.37% |
14/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 375,671 CHF | 151,269 CHF | 99.38% | 99.38% |
13/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 362,966 CHF | 146,186 CHF | 99.04% | 99.04% |
12/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,484 CHF | 138,394 CHF | 99.11% | 99.11% |
11/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 346,002 CHF | 139,401 CHF | 99.38% | 99.38% |
08/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 374,797 CHF | 150,919 CHF | 99.38% | 99.38% |
07/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 395,319 CHF | 159,128 CHF | 98.69% | 98.69% |