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 | 1.14% | 0.83 CHF | 0.84 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 784,267 CHF | 264,422 CHF | 99.37% | 99.37% |
19/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 759,763 CHF | 256,254 CHF | 99.37% | 99.37% |
18/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 750,796 CHF | 253,265 CHF | 99.25% | 99.25% |
15/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 724,864 CHF | 244,621 CHF | 99.37% | 99.37% |
14/11/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 666,989 CHF | 225,330 CHF | 99.37% | 99.37% |
13/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 615,757 CHF | 208,252 CHF | 99.37% | 99.37% |
12/11/2024 | 1.47% | 0.62 CHF | 0.63 CHF | 900,000 | 300,000 | 902,484 | 302,484 | 612,082 CHF | 208,088 CHF | 99.37% | 99.37% |
11/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 670,063 CHF | 226,354 CHF | 99.38% | 99.38% |
08/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 600,029 CHF | 203,010 CHF | 99.37% | 99.37% |
07/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 674,178 CHF | 227,726 CHF | 98.37% | 98.37% |