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 | 0.87% | 1.15 CHF | 1.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 690,592 CHF | 232,197 CHF | 99.38% | 99.38% |
19/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 642,850 CHF | 216,283 CHF | 99.37% | 99.37% |
18/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 698,357 CHF | 234,786 CHF | 99.26% | 99.26% |
15/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 729,429 CHF | 245,143 CHF | 99.38% | 99.38% |
14/11/2024 | 0.84% | 1.26 CHF | 1.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 714,581 CHF | 240,194 CHF | 99.37% | 99.37% |
13/11/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 651,873 CHF | 219,291 CHF | 99.38% | 99.38% |
12/11/2024 | 0.78% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 762,833 CHF | 256,278 CHF | 99.37% | 99.37% |
11/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 786,249 CHF | 264,083 CHF | 99.37% | 99.37% |
08/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 737,207 CHF | 247,736 CHF | 99.37% | 99.37% |
07/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 760,748 CHF | 255,583 CHF | 98.36% | 98.36% |