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 | 0.77% | 1.25 CHF | 1.26 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 643,886 CHF | 194,666 CHF | 99.38% | 99.38% |
19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 638,917 CHF | 193,175 CHF | 99.38% | 99.38% |
18/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 665,245 CHF | 201,074 CHF | 99.38% | 99.38% |
15/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 690,980 CHF | 208,794 CHF | 99.34% | 99.34% |
14/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 743,105 CHF | 224,432 CHF | 99.37% | 99.37% |
13/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 769,807 CHF | 232,442 CHF | 99.38% | 99.38% |
12/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 764,934 CHF | 230,980 CHF | 99.15% | 99.15% |
11/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 793,060 CHF | 239,418 CHF | 99.13% | 99.13% |
08/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 771,960 CHF | 233,088 CHF | 99.37% | 99.37% |
07/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 793,856 CHF | 239,657 CHF | 98.56% | 98.56% |