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 | 1.44% | 0.63 CHF | 0.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 345,153 CHF | 350,153 CHF | 99.54% | 99.54% |
19/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 346,446 CHF | 351,446 CHF | 99.56% | 99.56% |
18/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 388,965 CHF | 393,965 CHF | 99.58% | 99.58% |
15/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 374,090 CHF | 379,090 CHF | 98.92% | 98.92% |
14/11/2024 | 1.50% | 0.71 CHF | 0.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 331,167 CHF | 336,167 CHF | 98.73% | 98.73% |
13/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 296,267 CHF | 301,267 CHF | 96.69% | 96.69% |
12/11/2024 | 1.38% | 0.65 CHF | 0.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 361,328 CHF | 366,328 CHF | 99.56% | 99.56% |
11/11/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 353,477 CHF | 358,477 CHF | 99.57% | 99.57% |
08/11/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 349,954 CHF | 354,954 CHF | 99.52% | 99.52% |
07/11/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 403,125 CHF | 408,125 CHF | 99.49% | 99.49% |