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 | 0.62% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 798,469 CHF | 160,694 CHF | 99.27% | 99.27% |
19/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 815,648 CHF | 164,130 CHF | 99.27% | 99.27% |
18/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 816,800 CHF | 164,360 CHF | 99.27% | 99.27% |
15/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 807,281 CHF | 162,456 CHF | 99.27% | 99.27% |
14/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 793,782 CHF | 159,756 CHF | 99.27% | 99.27% |
13/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 784,133 CHF | 157,827 CHF | 99.27% | 99.27% |
12/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 766,859 CHF | 154,372 CHF | 99.25% | 99.25% |
11/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 793,223 CHF | 159,645 CHF | 99.27% | 99.27% |
08/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 804,767 CHF | 161,953 CHF | 99.25% | 99.25% |
07/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 790,160 CHF | 159,032 CHF | 1.12% | 1.12% |