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 | 0.74% | 1.30 CHF | 1.31 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 674,193 CHF | 203,758 CHF | 99.38% | 99.38% |
19/11/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 632,699 CHF | 191,310 CHF | 99.38% | 99.38% |
18/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 652,521 CHF | 197,256 CHF | 99.37% | 99.37% |
15/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 671,788 CHF | 203,036 CHF | 99.34% | 99.34% |
14/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 657,200 CHF | 198,660 CHF | 99.38% | 99.38% |
13/11/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 651,660 CHF | 196,998 CHF | 99.38% | 99.38% |
12/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 668,446 CHF | 202,034 CHF | 99.14% | 99.14% |
11/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 709,743 CHF | 214,423 CHF | 99.13% | 99.13% |
08/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 678,837 CHF | 205,151 CHF | 99.38% | 99.38% |
07/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 667,028 CHF | 201,608 CHF | 98.56% | 98.56% |