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 | 1.17% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 255,647 CHF | 258,647 CHF | 99.81% | 99.81% |
19/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 258,605 CHF | 261,605 CHF | 99.72% | 99.72% |
18/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 249,808 CHF | 252,808 CHF | 99.71% | 99.71% |
15/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 245,092 CHF | 248,092 CHF | 99.81% | 99.81% |
14/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 249,665 CHF | 252,665 CHF | 99.81% | 99.81% |
13/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 248,603 CHF | 251,603 CHF | 99.81% | 99.81% |
12/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 251,484 CHF | 254,484 CHF | 99.51% | 99.51% |
11/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 247,819 CHF | 250,819 CHF | 99.72% | 99.72% |
08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 243,617 CHF | 246,617 CHF | 99.81% | 99.81% |
07/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 233,519 CHF | 236,519 CHF | 95.70% | 95.70% |