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 | 0.73% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,373,400 CHF | 1,383,400 CHF | 99.47% | 99.47% |
19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,353,470 CHF | 1,363,470 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,374,230 CHF | 1,384,230 CHF | 99.30% | 99.30% |
15/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,373,190 CHF | 1,383,190 CHF | 98.67% | 98.67% |
14/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,397,800 CHF | 1,407,800 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,319,420 CHF | 1,329,420 CHF | 99.08% | 99.08% |
12/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,313,930 CHF | 1,323,930 CHF | 99.82% | 99.82% |
11/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,273,620 CHF | 1,283,620 CHF | 99.78% | 99.78% |
08/11/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,172,450 CHF | 1,182,450 CHF | 99.11% | 99.11% |
07/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,170,290 CHF | 1,180,290 CHF | 99.96% | 99.96% |