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 | 0.59% | 1.68 CHF | 1.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 840,892 CHF | 169,178 CHF | 99.27% | 99.27% |
19/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 844,793 CHF | 169,959 CHF | 99.27% | 99.27% |
18/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 832,574 CHF | 167,515 CHF | 99.27% | 99.27% |
15/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 816,124 CHF | 164,225 CHF | 99.27% | 99.27% |
14/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 800,822 CHF | 161,164 CHF | 99.27% | 99.27% |
13/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 800,041 CHF | 161,008 CHF | 99.27% | 99.27% |
12/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 788,860 CHF | 158,772 CHF | 99.25% | 99.25% |
11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 777,888 CHF | 156,578 CHF | 99.27% | 99.27% |
08/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 789,702 CHF | 158,940 CHF | 99.25% | 99.25% |
07/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 810,000 CHF | 163,000 CHF | 1.12% | 1.12% |