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 | 0.69% | 1.39 CHF | 1.40 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,443,770 CHF | 290,753 CHF | 99.37% | 99.37% |
19/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,350,190 CHF | 272,039 CHF | 99.38% | 99.38% |
18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,397,360 CHF | 281,472 CHF | 99.25% | 99.25% |
15/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,379,850 CHF | 277,970 CHF | 99.38% | 99.38% |
14/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,403,310 CHF | 282,662 CHF | 99.36% | 99.36% |
13/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,378,600 CHF | 277,720 CHF | 99.38% | 99.38% |
12/11/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,466,830 CHF | 295,367 CHF | 99.38% | 99.38% |
11/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,494,200 CHF | 300,839 CHF | 99.36% | 99.36% |
08/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,435,380 CHF | 289,077 CHF | 99.37% | 99.37% |
07/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,569,350 CHF | 315,870 CHF | 98.37% | 98.37% |