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 | 0.87% | 1.12 CHF | 1.13 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 575,113 CHF | 116,023 CHF | 99.27% | 99.27% |
19/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 577,517 CHF | 116,503 CHF | 99.27% | 99.27% |
18/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 565,794 CHF | 114,159 CHF | 99.27% | 99.27% |
15/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 550,372 CHF | 111,074 CHF | 99.27% | 99.27% |
14/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 554,954 CHF | 111,991 CHF | 99.27% | 99.27% |
13/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 551,006 CHF | 111,201 CHF | 99.27% | 99.27% |
12/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 583,774 CHF | 117,755 CHF | 99.25% | 99.25% |
11/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 616,064 CHF | 124,213 CHF | 99.27% | 99.27% |
08/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 618,599 CHF | 124,720 CHF | 99.26% | 99.26% |
07/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 632,234 CHF | 127,447 CHF | 1.12% | 1.12% |