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 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 929,055 CHF | 186,811 CHF | 99.27% | 99.27% |
19/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 946,580 CHF | 190,316 CHF | 99.27% | 99.27% |
18/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 947,628 CHF | 190,526 CHF | 99.27% | 99.27% |
15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 938,196 CHF | 188,639 CHF | 99.27% | 99.27% |
14/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 924,582 CHF | 185,916 CHF | 99.27% | 99.27% |
13/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 914,721 CHF | 183,944 CHF | 99.27% | 99.27% |
12/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 897,991 CHF | 180,598 CHF | 99.25% | 99.25% |
11/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 923,828 CHF | 185,766 CHF | 99.27% | 99.27% |
08/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 935,780 CHF | 188,156 CHF | 99.25% | 99.25% |
07/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 925,000 CHF | 186,000 CHF | 1.12% | 1.12% |