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 | 0.57% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 879,847 CHF | 176,969 CHF | 99.27% | 99.27% |
19/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 876,379 CHF | 176,276 CHF | 99.27% | 99.27% |
18/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 876,328 CHF | 176,266 CHF | 99.27% | 99.27% |
15/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 870,391 CHF | 175,078 CHF | 98.71% | 98.71% |
14/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 865,965 CHF | 174,193 CHF | 99.27% | 99.27% |
13/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 870,389 CHF | 175,078 CHF | 99.02% | 99.02% |
12/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 865,265 CHF | 174,053 CHF | 92.98% | 92.98% |
11/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 862,262 CHF | 173,452 CHF | 99.27% | 99.27% |
08/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 859,804 CHF | 172,961 CHF | 99.25% | 99.25% |
07/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 855,000 CHF | 172,000 CHF | 1.12% | 1.12% |