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 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 534,090 CHF | 180,030 CHF | 99.37% | 99.37% |
19/11/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 543,428 CHF | 183,143 CHF | 99.07% | 99.07% |
18/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 544,509 CHF | 183,503 CHF | 97.24% | 97.24% |
15/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 555,292 CHF | 187,097 CHF | 99.37% | 99.37% |
14/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 565,389 CHF | 190,463 CHF | 99.37% | 99.37% |
13/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 542,472 CHF | 182,824 CHF | 96.96% | 96.96% |
12/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 541,722 CHF | 182,574 CHF | 96.87% | 96.87% |
11/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 550,627 CHF | 185,542 CHF | 98.73% | 98.73% |
08/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 545,159 CHF | 183,720 CHF | 93.15% | 93.15% |
07/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 550,979 CHF | 185,660 CHF | 98.69% | 98.69% |