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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 431,790 CHF | 87,358 CHF | 99.27% | 99.27% |
22/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 439,271 CHF | 88,854 CHF | 99.27% | 99.27% |
20/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 443,475 CHF | 89,695 CHF | 99.27% | 99.27% |
19/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 448,974 CHF | 90,795 CHF | 99.27% | 99.27% |
18/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 433,237 CHF | 87,647 CHF | 99.27% | 99.27% |
15/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 413,826 CHF | 83,765 CHF | 99.27% | 99.27% |
14/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 395,494 CHF | 80,099 CHF | 99.27% | 99.27% |
13/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 394,803 CHF | 79,961 CHF | 99.27% | 99.27% |
12/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 379,975 CHF | 76,995 CHF | 99.25% | 99.25% |
11/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 367,888 CHF | 74,578 CHF | 99.27% | 99.27% |