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 | 0.78% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 770,311 CHF | 258,770 CHF | 89.43% | 89.43% |
19/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 784,366 CHF | 263,455 CHF | 90.47% | 90.47% |
18/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 779,479 CHF | 261,826 CHF | 88.89% | 88.89% |
15/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 760,679 CHF | 255,560 CHF | 86.17% | 86.17% |
14/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 757,082 CHF | 254,360 CHF | 89.16% | 89.16% |
13/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 759,795 CHF | 255,265 CHF | 83.40% | 83.40% |
12/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 749,468 CHF | 251,823 CHF | 91.65% | 91.65% |
11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 721,754 CHF | 242,585 CHF | 92.97% | 92.97% |
08/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 749,181 CHF | 251,727 CHF | 88.01% | 88.01% |
07/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,026 CHF | 250,009 CHF | 95.26% | 95.26% |