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% | 1.72 CHF | 1.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 422,921 CHF | 170,168 CHF | 99.17% | 99.17% |
19/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 416,867 CHF | 167,747 CHF | 99.17% | 99.17% |
18/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 416,978 CHF | 167,791 CHF | 99.23% | 99.23% |
15/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 423,516 CHF | 170,407 CHF | 99.17% | 99.17% |
14/11/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 424,395 CHF | 170,758 CHF | 99.16% | 99.16% |
13/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 453,515 CHF | 182,406 CHF | 99.17% | 99.17% |
12/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 445,927 CHF | 179,371 CHF | 99.17% | 99.17% |
11/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 427,704 CHF | 172,082 CHF | 99.17% | 99.17% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 421,884 CHF | 169,754 CHF | 99.17% | 99.17% |
07/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 406,711 CHF | 163,684 CHF | 98.66% | 98.66% |