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 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 411,127 CHF | 138,042 CHF | 99.37% | 99.37% |
19/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 405,400 CHF | 136,133 CHF | 99.38% | 99.38% |
18/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,926 CHF | 140,309 CHF | 97.33% | 97.33% |
15/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 414,396 CHF | 139,132 CHF | 99.38% | 99.38% |
14/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 399,260 CHF | 134,087 CHF | 99.37% | 99.37% |
13/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 363,483 CHF | 122,161 CHF | 96.97% | 96.97% |
12/11/2024 | 0.78% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,102 CHF | 129,034 CHF | 96.84% | 96.84% |
11/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 406,739 CHF | 136,580 CHF | 98.77% | 98.77% |
08/11/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 412,352 CHF | 138,451 CHF | 93.17% | 93.17% |
07/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,297 CHF | 144,432 CHF | 98.70% | 98.70% |