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 | 1.43% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 348,172 CHF | 70,634 CHF | 99.27% | 99.27% |
19/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 368,235 CHF | 74,647 CHF | 99.27% | 99.27% |
18/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 355,901 CHF | 72,180 CHF | 99.27% | 99.27% |
15/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 368,999 CHF | 74,800 CHF | 99.27% | 99.27% |
14/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 375,461 CHF | 76,092 CHF | 99.27% | 99.27% |
13/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 377,505 CHF | 76,501 CHF | 99.27% | 99.27% |
12/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 364,090 CHF | 73,818 CHF | 99.25% | 99.25% |
11/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 318,719 CHF | 64,744 CHF | 99.27% | 99.27% |
08/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 323,388 CHF | 65,678 CHF | 99.26% | 99.26% |
07/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 345,000 CHF | 70,000 CHF | 1.12% | 1.12% |