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 | 0.80% | 1.26 CHF | 1.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 625,592 CHF | 126,118 CHF | 99.27% | 99.27% |
19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 639,721 CHF | 128,944 CHF | 99.27% | 99.27% |
18/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 630,881 CHF | 127,176 CHF | 99.27% | 99.27% |
15/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 639,594 CHF | 128,919 CHF | 99.27% | 99.27% |
14/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 644,444 CHF | 129,889 CHF | 99.27% | 99.27% |
13/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 645,350 CHF | 130,070 CHF | 99.27% | 99.27% |
12/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 636,996 CHF | 128,399 CHF | 99.25% | 99.25% |
11/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 606,767 CHF | 122,353 CHF | 99.27% | 99.27% |
08/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 609,078 CHF | 122,816 CHF | 99.26% | 99.26% |
07/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 625,000 CHF | 126,000 CHF | 1.12% | 1.12% |