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 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,785 CHF | 80,262 CHF | 99.37% | 99.37% |
19/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,566 CHF | 78,189 CHF | 99.38% | 99.38% |
18/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,432 CHF | 78,811 CHF | 96.91% | 96.91% |
15/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,689 CHF | 81,896 CHF | 99.38% | 99.38% |
14/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,077 CHF | 80,026 CHF | 99.37% | 99.37% |
13/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,976 CHF | 80,325 CHF | 97.00% | 97.00% |
12/11/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,394 CHF | 76,465 CHF | 96.86% | 96.86% |
11/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,205 CHF | 74,735 CHF | 98.26% | 98.26% |
08/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,595 CHF | 72,198 CHF | 99.27% | 99.27% |
07/11/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,064 CHF | 70,355 CHF | 98.68% | 98.68% |