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 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 440,825 CHF | 147,942 CHF | 99.22% | 99.22% |
20/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 443,152 CHF | 148,717 CHF | 99.07% | 99.07% |
19/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,523 CHF | 152,508 CHF | 98.92% | 98.92% |
18/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 437,544 CHF | 146,848 CHF | 96.99% | 96.99% |
15/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,064 CHF | 148,355 CHF | 99.45% | 99.45% |
14/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 475,365 CHF | 159,455 CHF | 99.44% | 99.44% |
13/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,188 CHF | 171,063 CHF | 96.99% | 96.99% |
12/11/2024 | 0.62% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 482,232 CHF | 161,744 CHF | 96.78% | 96.78% |
11/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,530 CHF | 150,843 CHF | 98.57% | 98.57% |
08/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 451,886 CHF | 151,629 CHF | 93.40% | 93.40% |