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 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,019,600 CHF | 341,867 CHF | 89.44% | 89.44% |
19/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 989,732 CHF | 331,911 CHF | 90.51% | 90.51% |
18/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,007,520 CHF | 337,840 CHF | 88.90% | 88.90% |
15/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,052,060 CHF | 352,688 CHF | 86.18% | 86.18% |
14/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,055,640 CHF | 353,880 CHF | 89.16% | 89.16% |
13/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,051,610 CHF | 352,535 CHF | 83.45% | 83.45% |
12/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,071,030 CHF | 359,009 CHF | 91.70% | 91.70% |
11/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,129,950 CHF | 378,650 CHF | 92.97% | 92.97% |
08/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,081,190 CHF | 362,397 CHF | 88.05% | 88.05% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,101,130 CHF | 369,042 CHF | 95.29% | 95.29% |