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 | 1.14% | 0.90 CHF | 0.91 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 218,974 CHF | 66,442 CHF | 99.38% | 99.38% |
19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 225,906 CHF | 68,522 CHF | 99.38% | 99.38% |
18/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 227,556 CHF | 69,017 CHF | 97.57% | 97.57% |
15/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 221,755 CHF | 67,277 CHF | 99.38% | 99.38% |
14/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 215,797 CHF | 65,489 CHF | 99.37% | 99.37% |
13/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 211,944 CHF | 64,333 CHF | 96.34% | 96.34% |
12/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 208,307 CHF | 63,242 CHF | 96.77% | 96.77% |
11/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 203,515 CHF | 61,804 CHF | 99.38% | 99.38% |
08/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 202,349 CHF | 61,455 CHF | 90.77% | 90.77% |
07/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 202,462 CHF | 61,489 CHF | 98.70% | 98.70% |