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 | 0.53% | 1.91 CHF | 1.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 470,018 CHF | 189,007 CHF | 99.17% | 99.17% |
19/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 464,367 CHF | 186,747 CHF | 99.17% | 99.17% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 464,253 CHF | 186,701 CHF | 99.23% | 99.23% |
15/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 471,016 CHF | 189,407 CHF | 99.17% | 99.17% |
14/11/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 471,895 CHF | 189,758 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 500,733 CHF | 201,293 CHF | 99.17% | 99.17% |
12/11/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 493,426 CHF | 198,371 CHF | 99.17% | 99.17% |
11/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 474,687 CHF | 190,875 CHF | 99.17% | 99.17% |
08/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 469,384 CHF | 188,754 CHF | 99.17% | 99.17% |
07/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 454,211 CHF | 182,684 CHF | 98.66% | 98.66% |