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 | 0.64% | 1.56 CHF | 1.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 781,741 CHF | 157,348 CHF | 99.27% | 99.27% |
19/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 754,272 CHF | 151,854 CHF | 99.27% | 99.27% |
18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 786,547 CHF | 158,309 CHF | 99.27% | 99.27% |
15/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 804,902 CHF | 161,980 CHF | 99.27% | 99.27% |
14/11/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 796,618 CHF | 160,324 CHF | 99.27% | 99.27% |
13/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 759,623 CHF | 152,925 CHF | 99.27% | 99.27% |
12/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 823,613 CHF | 165,723 CHF | 99.25% | 99.25% |
11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 836,917 CHF | 168,383 CHF | 99.27% | 99.27% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 808,629 CHF | 162,726 CHF | 99.26% | 99.26% |
07/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 797,271 CHF | 160,454 CHF | 1.12% | 1.12% |