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 | 0.81% | 1.18 CHF | 1.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 1,100,040 CHF | 369,682 CHF | 99.37% | 99.37% |
19/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 1,074,060 CHF | 361,019 CHF | 99.38% | 99.38% |
18/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 1,064,640 CHF | 357,879 CHF | 99.26% | 99.26% |
15/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 1,037,810 CHF | 348,937 CHF | 99.37% | 99.37% |
14/11/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 978,206 CHF | 329,069 CHF | 99.36% | 99.36% |
13/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 924,811 CHF | 311,270 CHF | 99.36% | 99.36% |
12/11/2024 | 0.97% | 0.97 CHF | 0.98 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 919,552 CHF | 309,517 CHF | 99.38% | 99.38% |
11/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 981,476 CHF | 330,159 CHF | 99.38% | 99.38% |
08/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 907,752 CHF | 305,584 CHF | 99.38% | 99.38% |
07/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 984,532 CHF | 331,177 CHF | 98.38% | 98.38% |