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 | 0.64% | 1.57 CHF | 1.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 782,906 CHF | 157,581 CHF | 99.27% | 99.27% |
19/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 786,794 CHF | 158,359 CHF | 99.27% | 99.27% |
18/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 773,900 CHF | 155,780 CHF | 99.27% | 99.27% |
15/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 757,874 CHF | 152,575 CHF | 99.27% | 99.27% |
14/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 742,441 CHF | 149,488 CHF | 99.27% | 99.27% |
13/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 743,615 CHF | 149,723 CHF | 99.27% | 99.27% |
12/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 729,768 CHF | 146,954 CHF | 99.25% | 99.25% |
11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 719,376 CHF | 144,875 CHF | 99.27% | 99.27% |
08/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 732,713 CHF | 147,543 CHF | 99.25% | 99.25% |
07/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 750,000 CHF | 151,000 CHF | 1.12% | 1.12% |