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 | 0.92% | 1.05 CHF | 1.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 541,096 CHF | 109,219 CHF | 99.27% | 99.27% |
19/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 538,633 CHF | 108,727 CHF | 99.27% | 99.27% |
18/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 538,703 CHF | 108,741 CHF | 99.27% | 99.27% |
15/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 552,644 CHF | 111,529 CHF | 99.27% | 99.27% |
14/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 559,672 CHF | 112,934 CHF | 99.27% | 99.27% |
13/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 521,116 CHF | 105,223 CHF | 99.27% | 99.27% |
12/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 531,826 CHF | 107,365 CHF | 99.25% | 99.25% |
11/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 556,373 CHF | 112,275 CHF | 99.27% | 99.27% |
08/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 563,767 CHF | 113,753 CHF | 99.25% | 99.25% |
07/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 555,652 CHF | 112,130 CHF | 1.12% | 1.12% |