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 | 0.63% | 1.53 CHF | 1.54 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,582,370 CHF | 318,474 CHF | 99.37% | 99.37% |
19/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,488,540 CHF | 299,707 CHF | 99.37% | 99.37% |
18/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,535,350 CHF | 309,070 CHF | 99.25% | 99.25% |
15/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,517,970 CHF | 305,593 CHF | 99.37% | 99.37% |
14/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,541,480 CHF | 310,295 CHF | 99.36% | 99.36% |
13/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,516,000 CHF | 305,201 CHF | 99.37% | 99.37% |
12/11/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,604,870 CHF | 322,975 CHF | 99.37% | 99.37% |
11/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,631,700 CHF | 328,340 CHF | 99.37% | 99.37% |
08/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,573,370 CHF | 316,674 CHF | 99.37% | 99.37% |
07/11/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 1,707,180 CHF | 343,437 CHF | 98.37% | 98.37% |