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 | 0.89% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 672,745 CHF | 226,248 CHF | 89.44% | 89.44% |
19/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 642,942 CHF | 216,314 CHF | 90.49% | 90.49% |
18/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 659,800 CHF | 221,933 CHF | 88.90% | 88.90% |
15/11/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 703,996 CHF | 236,666 CHF | 86.18% | 86.18% |
14/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 707,825 CHF | 237,942 CHF | 89.16% | 89.16% |
13/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 703,843 CHF | 236,614 CHF | 83.48% | 83.48% |
12/11/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 723,644 CHF | 243,215 CHF | 91.62% | 91.62% |
11/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 782,177 CHF | 262,726 CHF | 92.97% | 92.97% |
08/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 732,593 CHF | 246,198 CHF | 88.02% | 88.02% |
07/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 751,456 CHF | 252,485 CHF | 95.27% | 95.27% |