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 | 1.16% | 0.80 CHF | 0.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 427,876 CHF | 432,876 CHF | 99.54% | 99.54% |
19/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 429,074 CHF | 434,074 CHF | 99.56% | 99.56% |
18/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 471,860 CHF | 476,860 CHF | 99.58% | 99.58% |
15/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 457,111 CHF | 462,111 CHF | 98.92% | 98.92% |
14/11/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 414,047 CHF | 419,047 CHF | 98.73% | 98.73% |
13/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 379,172 CHF | 384,172 CHF | 96.69% | 96.69% |
12/11/2024 | 1.12% | 0.81 CHF | 0.82 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 444,140 CHF | 449,140 CHF | 99.56% | 99.56% |
11/11/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 436,401 CHF | 441,401 CHF | 99.57% | 99.57% |
08/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 432,992 CHF | 437,992 CHF | 99.52% | 99.52% |
07/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 486,448 CHF | 491,448 CHF | 99.49% | 99.49% |