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 | 1.04% | 0.95 CHF | 0.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 476,234 CHF | 96,247 CHF | 99.27% | 99.27% |
19/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 504,480 CHF | 101,896 CHF | 99.27% | 99.27% |
18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 471,966 CHF | 95,393 CHF | 99.27% | 99.27% |
15/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 455,098 CHF | 92,020 CHF | 99.27% | 99.27% |
14/11/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 463,597 CHF | 93,720 CHF | 99.27% | 99.27% |
13/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 501,201 CHF | 101,240 CHF | 99.27% | 99.27% |
12/11/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 437,337 CHF | 88,467 CHF | 99.25% | 99.25% |
11/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 424,572 CHF | 85,915 CHF | 99.27% | 99.27% |
08/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 453,598 CHF | 91,720 CHF | 99.25% | 99.25% |
07/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 465,001 CHF | 94,000 CHF | 1.12% | 1.12% |