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 | 0.64% | 1.59 CHF | 1.60 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 702,383 CHF | 157,085 CHF | 99.17% | 99.17% |
20/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 734,315 CHF | 164,181 CHF | 99.16% | 99.16% |
19/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 770,353 CHF | 172,190 CHF | 99.16% | 99.16% |
18/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 768,409 CHF | 171,757 CHF | 99.22% | 99.22% |
15/11/2024 | 0.66% | 1.69 CHF | 1.70 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 678,642 CHF | 151,809 CHF | 99.17% | 99.17% |
14/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 563,021 CHF | 126,116 CHF | 99.15% | 99.15% |
13/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 581,237 CHF | 130,164 CHF | 99.16% | 99.16% |
12/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 553,553 CHF | 124,012 CHF | 99.16% | 99.16% |
11/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 568,833 CHF | 127,407 CHF | 99.17% | 99.17% |
08/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 607,688 CHF | 136,042 CHF | 99.16% | 99.16% |