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 | 0.70% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 849,423 CHF | 285,141 CHF | 98.92% | 98.92% |
19/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 896,793 CHF | 300,931 CHF | 90.32% | 90.32% |
18/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 991,846 CHF | 332,615 CHF | 97.03% | 97.03% |
15/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,008,940 CHF | 338,314 CHF | 98.92% | 98.92% |
14/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,025,720 CHF | 343,907 CHF | 98.94% | 98.94% |
13/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,017,730 CHF | 341,242 CHF | 96.51% | 96.51% |
12/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,008,700 CHF | 338,234 CHF | 96.49% | 96.49% |
11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 996,546 CHF | 334,182 CHF | 98.86% | 98.86% |
08/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 983,121 CHF | 329,707 CHF | 98.90% | 98.90% |
07/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 959,360 CHF | 321,787 CHF | 98.24% | 98.24% |