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 | 1.20% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,481 CHF | 83,827 CHF | 99.44% | 99.44% |
19/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,786 CHF | 84,595 CHF | 98.97% | 98.97% |
18/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,601 CHF | 81,534 CHF | 97.71% | 97.71% |
15/11/2024 | 1.02% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,872 CHF | 98,624 CHF | 99.44% | 99.44% |
14/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,334 CHF | 107,778 CHF | 99.44% | 99.44% |
13/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,850 CHF | 84,283 CHF | 96.93% | 96.93% |
12/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,141 CHF | 90,380 CHF | 96.89% | 96.89% |
11/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,499 CHF | 88,166 CHF | 99.47% | 99.47% |
08/11/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,805 CHF | 82,935 CHF | 91.31% | 91.31% |
07/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,363 CHF | 82,121 CHF | 98.70% | 98.70% |