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 | 0.53% | 1.88 CHF | 1.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,132,390 CHF | 379,465 CHF | 98.90% | 98.90% |
19/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,179,490 CHF | 395,163 CHF | 90.32% | 90.32% |
18/11/2024 | 0.47% | 2.13 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,275,370 CHF | 427,124 CHF | 97.08% | 97.08% |
15/11/2024 | 0.46% | 2.15 CHF | 2.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,293,300 CHF | 433,100 CHF | 98.92% | 98.92% |
14/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,309,450 CHF | 438,482 CHF | 98.94% | 98.94% |
13/11/2024 | 0.46% | 2.17 CHF | 2.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,301,720 CHF | 435,908 CHF | 96.41% | 96.41% |
12/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,292,270 CHF | 432,755 CHF | 96.47% | 96.47% |
11/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,280,480 CHF | 428,828 CHF | 98.86% | 98.86% |
08/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,267,800 CHF | 424,598 CHF | 98.90% | 98.90% |
07/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,245,160 CHF | 417,055 CHF | 98.23% | 98.23% |