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 | 0.61% | 1.67 CHF | 1.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 493,491 CHF | 496,491 CHF | 99.81% | 99.81% |
19/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 496,426 CHF | 499,426 CHF | 99.72% | 99.72% |
18/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 487,789 CHF | 490,789 CHF | 99.71% | 99.71% |
15/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 482,887 CHF | 485,887 CHF | 99.81% | 99.81% |
14/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 487,534 CHF | 490,534 CHF | 99.81% | 99.81% |
13/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 486,653 CHF | 489,653 CHF | 99.81% | 99.81% |
12/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 489,238 CHF | 492,238 CHF | 99.51% | 99.51% |
11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 485,814 CHF | 488,814 CHF | 99.72% | 99.72% |
08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 481,827 CHF | 484,827 CHF | 99.81% | 99.81% |
07/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 471,683 CHF | 474,683 CHF | 95.70% | 95.70% |