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 | 0.97% | 0.96 CHF | 0.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 510,826 CHF | 515,826 CHF | 99.54% | 99.54% |
19/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 511,940 CHF | 516,940 CHF | 99.56% | 99.56% |
18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 554,954 CHF | 559,954 CHF | 99.58% | 99.58% |
15/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 540,347 CHF | 545,347 CHF | 98.92% | 98.92% |
14/11/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 497,153 CHF | 502,153 CHF | 98.73% | 98.73% |
13/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 462,293 CHF | 467,293 CHF | 96.69% | 96.69% |
12/11/2024 | 0.94% | 0.98 CHF | 0.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 527,194 CHF | 532,194 CHF | 99.55% | 99.55% |
11/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 519,548 CHF | 524,548 CHF | 99.57% | 99.57% |
08/11/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 516,243 CHF | 521,243 CHF | 99.52% | 99.52% |
07/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 570,012 CHF | 575,012 CHF | 99.49% | 99.49% |