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 | 0.57% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 525,777 CHF | 176,259 CHF | 99.38% | 99.38% |
19/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,041 CHF | 173,014 CHF | 99.38% | 99.38% |
18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 522,983 CHF | 175,328 CHF | 99.38% | 99.38% |
15/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 543,266 CHF | 182,089 CHF | 99.36% | 99.36% |
14/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 544,899 CHF | 182,633 CHF | 99.38% | 99.38% |
13/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 528,012 CHF | 177,004 CHF | 99.38% | 99.38% |
12/11/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 548,152 CHF | 183,717 CHF | 99.15% | 99.15% |
11/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 564,645 CHF | 189,215 CHF | 99.38% | 99.38% |
08/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 547,554 CHF | 183,518 CHF | 99.38% | 99.38% |
07/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 547,605 CHF | 183,535 CHF | 98.59% | 98.59% |