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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 602,610 CHF | 202,870 CHF | 98.80% | 98.80% |
22/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 614,697 CHF | 206,899 CHF | 99.37% | 99.37% |
20/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 569,895 CHF | 191,965 CHF | 99.03% | 99.03% |
19/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 565,674 CHF | 190,558 CHF | 99.37% | 99.37% |
18/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 552,928 CHF | 186,309 CHF | 97.61% | 97.61% |
15/11/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 532,435 CHF | 179,478 CHF | 98.88% | 98.88% |
14/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 533,672 CHF | 179,891 CHF | 99.37% | 99.37% |
13/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 507,959 CHF | 171,320 CHF | 93.70% | 93.70% |
12/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 508,470 CHF | 171,490 CHF | 96.89% | 96.89% |
11/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 467,962 CHF | 157,987 CHF | 99.34% | 99.34% |