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 | 0.61% | 1.68 CHF | 1.69 CHF | 750,000 | 750,000 | 334,560 | 334,560 | 561,158 CHF | 564,510 CHF | 99.90% | 99.90% |
19/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 750,000 | 750,000 | 317,228 | 317,228 | 522,667 CHF | 525,847 CHF | 99.90% | 99.90% |
18/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 750,000 | 750,000 | 333,992 | 333,992 | 558,638 CHF | 561,982 CHF | 98.23% | 98.23% |
15/11/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 750,000 | 750,000 | 313,754 | 313,754 | 524,346 CHF | 527,488 CHF | 99.71% | 99.71% |
14/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 650,000 | 650,000 | 299,608 | 299,608 | 482,637 CHF | 485,638 CHF | 100.00% | 100.00% |
13/11/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 650,000 | 650,000 | 291,015 | 291,015 | 460,038 CHF | 462,953 CHF | 100.00% | 100.00% |
12/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 650,000 | 650,000 | 290,481 | 290,481 | 458,063 CHF | 460,973 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 650,000 | 650,000 | 276,720 | 276,720 | 422,769 CHF | 425,541 CHF | 99.90% | 99.90% |
08/11/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 600,000 | 600,000 | 255,749 | 255,749 | 370,398 CHF | 372,960 CHF | 98.95% | 98.95% |
07/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 550,000 | 550,000 | 199,484 | 199,484 | 276,907 CHF | 278,904 CHF | 97.44% | 97.44% |