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 | 0.76% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 785,274 CHF | 263,758 CHF | 98.85% | 98.85% |
19/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 814,398 CHF | 273,466 CHF | 96.15% | 96.15% |
18/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 845,630 CHF | 283,877 CHF | 97.29% | 97.29% |
15/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 869,320 CHF | 291,773 CHF | 95.87% | 95.87% |
14/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 842,914 CHF | 282,971 CHF | 99.58% | 99.58% |
13/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 792,904 CHF | 266,301 CHF | 98.75% | 98.75% |
12/11/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 757,716 CHF | 254,572 CHF | 99.36% | 99.36% |
11/11/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 715,478 CHF | 240,493 CHF | 99.37% | 99.37% |
08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 718,618 CHF | 241,539 CHF | 98.21% | 98.21% |
07/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,979 CHF | 250,326 CHF | 98.64% | 98.64% |