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 | 0.85% | 1.16 CHF | 1.17 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 586,040 CHF | 177,312 CHF | 99.38% | 99.38% |
19/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 574,451 CHF | 173,835 CHF | 99.37% | 99.37% |
18/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 582,939 CHF | 176,382 CHF | 99.37% | 99.37% |
15/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 620,273 CHF | 187,582 CHF | 99.34% | 99.34% |
14/11/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 649,883 CHF | 196,465 CHF | 99.37% | 99.37% |
13/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 627,965 CHF | 189,890 CHF | 99.38% | 99.38% |
12/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 667,423 CHF | 201,727 CHF | 99.14% | 99.14% |
11/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 698,067 CHF | 210,920 CHF | 99.13% | 99.13% |
08/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 692,120 CHF | 209,136 CHF | 99.38% | 99.38% |
07/11/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 711,486 CHF | 214,946 CHF | 98.56% | 98.56% |