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 | 1.32% | 0.73 CHF | 0.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 377,605 CHF | 76,521 CHF | 99.27% | 99.27% |
19/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 338,028 CHF | 68,606 CHF | 99.27% | 99.27% |
18/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 382,354 CHF | 77,471 CHF | 99.27% | 99.27% |
15/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 387,806 CHF | 78,561 CHF | 99.27% | 99.27% |
14/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 386,068 CHF | 78,214 CHF | 99.27% | 99.27% |
13/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 378,336 CHF | 76,667 CHF | 99.27% | 99.27% |
12/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 398,174 CHF | 80,635 CHF | 99.25% | 99.25% |
11/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 427,761 CHF | 86,552 CHF | 99.27% | 99.27% |
08/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 421,233 CHF | 85,247 CHF | 99.25% | 99.25% |
07/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 435,000 CHF | 88,000 CHF | 1.12% | 1.12% |