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 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 232,829 CHF | 235,829 CHF | 99.81% | 99.81% |
19/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 225,815 CHF | 228,815 CHF | 99.72% | 99.72% |
18/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 238,225 CHF | 241,225 CHF | 99.71% | 99.71% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 242,003 CHF | 245,003 CHF | 99.81% | 99.81% |
14/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 244,531 CHF | 247,531 CHF | 99.81% | 99.81% |
13/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 226,053 CHF | 229,053 CHF | 99.81% | 99.81% |
12/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 222,512 CHF | 225,512 CHF | 99.51% | 99.51% |
11/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 215,669 CHF | 218,669 CHF | 99.72% | 99.72% |
08/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 194,103 CHF | 197,103 CHF | 99.81% | 99.81% |
07/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 201,926 CHF | 204,926 CHF | 95.70% | 95.70% |