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 | 0.60% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 998,703 CHF | 334,901 CHF | 99.26% | 99.26% |
19/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,027,110 CHF | 344,369 CHF | 96.20% | 96.20% |
18/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,059,410 CHF | 355,136 CHF | 96.73% | 96.73% |
15/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,082,820 CHF | 362,939 CHF | 95.65% | 95.65% |
14/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,056,400 CHF | 354,134 CHF | 99.28% | 99.28% |
13/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,004,720 CHF | 336,907 CHF | 98.74% | 98.74% |
12/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 969,148 CHF | 325,049 CHF | 99.38% | 99.38% |
11/11/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 926,730 CHF | 310,910 CHF | 99.37% | 99.37% |
08/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 927,829 CHF | 311,276 CHF | 98.20% | 98.20% |
07/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 955,095 CHF | 320,365 CHF | 98.65% | 98.65% |