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 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,668 CHF | 174,223 CHF | 98.88% | 98.88% |
19/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,786 CHF | 174,262 CHF | 90.63% | 90.63% |
18/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 511,211 CHF | 171,404 CHF | 96.51% | 96.51% |
15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 513,790 CHF | 172,263 CHF | 98.35% | 98.35% |
14/11/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 530,714 CHF | 177,905 CHF | 98.89% | 98.89% |
13/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,321 CHF | 180,440 CHF | 96.34% | 96.34% |
12/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 513,655 CHF | 172,218 CHF | 96.20% | 96.20% |
11/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 505,731 CHF | 169,577 CHF | 98.72% | 98.72% |
08/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 512,438 CHF | 171,813 CHF | 98.85% | 98.85% |
07/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,680 CHF | 173,560 CHF | 98.20% | 98.20% |