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 | 0.96% | 1.02 CHF | 1.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 779,526 CHF | 262,342 CHF | 99.37% | 99.37% |
19/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 748,487 CHF | 251,996 CHF | 99.37% | 99.37% |
18/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 747,007 CHF | 251,502 CHF | 99.25% | 99.25% |
15/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 711,520 CHF | 239,673 CHF | 99.38% | 99.38% |
14/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 676,881 CHF | 228,127 CHF | 99.36% | 99.36% |
13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 675,896 CHF | 227,799 CHF | 99.37% | 99.37% |
12/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 701,678 CHF | 236,393 CHF | 99.37% | 99.37% |
11/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 735,883 CHF | 247,794 CHF | 99.37% | 99.37% |
08/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 699,446 CHF | 235,649 CHF | 99.37% | 99.37% |
07/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 719,522 CHF | 242,341 CHF | 98.36% | 98.36% |