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 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 299,996 | 300,000 | 248,798 CHF | 251,801 CHF | 99.81% | 99.81% |
19/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 241,699 CHF | 244,699 CHF | 99.72% | 99.72% |
18/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 254,039 CHF | 257,039 CHF | 99.71% | 99.71% |
15/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 257,626 CHF | 260,626 CHF | 99.80% | 99.80% |
14/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 260,014 CHF | 263,014 CHF | 99.81% | 99.81% |
13/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 241,610 CHF | 244,610 CHF | 99.81% | 99.81% |
12/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 238,144 CHF | 241,144 CHF | 99.51% | 99.51% |
11/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 231,181 CHF | 234,181 CHF | 99.71% | 99.71% |
08/11/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 209,456 CHF | 212,456 CHF | 99.81% | 99.81% |
07/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 217,381 CHF | 220,381 CHF | 95.70% | 95.70% |