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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 517,594 CHF | 173,531 CHF | 99.23% | 99.23% |
20/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 521,280 CHF | 174,760 CHF | 99.06% | 99.06% |
19/11/2024 | 0.59% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 509,073 CHF | 170,691 CHF | 98.92% | 98.92% |
18/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 529,280 CHF | 177,427 CHF | 97.46% | 97.46% |
15/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 527,902 CHF | 176,967 CHF | 99.45% | 99.45% |
14/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,076 CHF | 165,359 CHF | 99.44% | 99.44% |
13/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 458,711 CHF | 153,904 CHF | 96.92% | 96.92% |
12/11/2024 | 0.62% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 486,024 CHF | 163,008 CHF | 96.77% | 96.77% |
11/11/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 520,545 CHF | 174,515 CHF | 98.58% | 98.58% |
08/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 522,745 CHF | 175,248 CHF | 93.40% | 93.40% |