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 | 0.91% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 549,194 CHF | 110,839 CHF | 99.27% | 99.27% |
19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 561,849 CHF | 113,370 CHF | 99.27% | 99.27% |
18/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 554,315 CHF | 111,863 CHF | 99.27% | 99.27% |
15/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 563,002 CHF | 113,600 CHF | 99.27% | 99.27% |
14/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 566,834 CHF | 114,367 CHF | 99.27% | 99.27% |
13/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 568,526 CHF | 114,705 CHF | 99.27% | 99.27% |
12/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 559,648 CHF | 112,930 CHF | 99.25% | 99.25% |
11/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 529,703 CHF | 106,941 CHF | 99.27% | 99.27% |
08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 532,753 CHF | 107,551 CHF | 99.25% | 99.25% |
07/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 550,000 CHF | 111,000 CHF | 1.12% | 1.12% |