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 | 0.66% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 755,826 CHF | 152,165 CHF | 99.27% | 99.27% |
19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 760,406 CHF | 153,081 CHF | 99.27% | 99.27% |
18/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 765,762 CHF | 154,152 CHF | 99.27% | 99.27% |
15/11/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 830,939 CHF | 167,188 CHF | 99.27% | 99.27% |
14/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 866,221 CHF | 174,244 CHF | 99.27% | 99.27% |
13/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 834,025 CHF | 167,805 CHF | 99.27% | 99.27% |
12/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 872,897 CHF | 175,579 CHF | 99.25% | 99.25% |
11/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 893,396 CHF | 179,679 CHF | 99.27% | 99.27% |
08/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 867,201 CHF | 174,440 CHF | 99.25% | 99.25% |
07/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 854,839 CHF | 171,968 CHF | 1.12% | 1.12% |