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 | 0.86% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 576,862 CHF | 116,372 CHF | 99.27% | 99.27% |
19/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 580,914 CHF | 117,183 CHF | 99.27% | 99.27% |
18/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 568,456 CHF | 114,691 CHF | 99.27% | 99.27% |
15/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 552,017 CHF | 111,403 CHF | 99.27% | 99.27% |
14/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 536,043 CHF | 108,209 CHF | 99.27% | 99.27% |
13/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 536,226 CHF | 108,245 CHF | 99.27% | 99.27% |
12/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 524,214 CHF | 105,843 CHF | 99.25% | 99.25% |
11/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 513,586 CHF | 103,717 CHF | 99.27% | 99.27% |
08/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 525,568 CHF | 106,114 CHF | 99.25% | 99.25% |
07/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 545,000 CHF | 110,000 CHF | 1.12% | 1.12% |