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 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,507 CHF | 109,502 CHF | 99.38% | 99.38% |
19/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,916 CHF | 107,305 CHF | 99.38% | 99.38% |
18/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,540 CHF | 108,180 CHF | 97.51% | 97.51% |
15/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 331,029 CHF | 111,343 CHF | 99.38% | 99.38% |
14/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,894 CHF | 109,631 CHF | 99.37% | 99.37% |
13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,340 CHF | 109,447 CHF | 96.97% | 96.97% |
12/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,617 CHF | 105,539 CHF | 96.91% | 96.91% |
11/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 308,509 CHF | 103,836 CHF | 98.25% | 98.25% |
08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,610 CHF | 101,203 CHF | 99.27% | 99.27% |
07/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,156 CHF | 99,386 CHF | 98.70% | 98.70% |