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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 558,822 CHF | 125,183 CHF | 99.16% | 99.16% |
20/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 590,315 CHF | 132,181 CHF | 99.16% | 99.16% |
19/11/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 626,353 CHF | 140,190 CHF | 99.16% | 99.16% |
18/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 624,409 CHF | 139,758 CHF | 99.22% | 99.22% |
15/11/2024 | 0.84% | 1.37 CHF | 1.38 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 534,642 CHF | 119,809 CHF | 99.17% | 99.17% |
14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 419,021 CHF | 94,116 CHF | 99.15% | 99.15% |
13/11/2024 | 1.02% | 0.93 CHF | 0.94 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 437,236 CHF | 98,164 CHF | 99.17% | 99.17% |
12/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 409,555 CHF | 92,012 CHF | 99.15% | 99.15% |
11/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 424,833 CHF | 95,407 CHF | 99.17% | 99.17% |
08/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 463,687 CHF | 104,042 CHF | 99.17% | 99.17% |