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 | 0.67% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 448,693 CHF | 150,564 CHF | 99.43% | 99.43% |
19/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 439,665 CHF | 147,555 CHF | 99.42% | 99.42% |
18/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 434,188 CHF | 145,729 CHF | 97.61% | 97.61% |
15/11/2024 | 0.66% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 455,493 CHF | 152,831 CHF | 99.43% | 99.43% |
14/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 493,383 CHF | 165,461 CHF | 99.42% | 99.42% |
13/11/2024 | 0.58% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 518,025 CHF | 173,675 CHF | 94.86% | 94.86% |
12/11/2024 | 0.54% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 555,898 CHF | 186,299 CHF | 96.95% | 96.95% |
11/11/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 612,449 CHF | 205,150 CHF | 99.46% | 99.46% |
08/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 632,497 CHF | 211,832 CHF | 90.73% | 90.73% |
07/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 637,579 CHF | 213,526 CHF | 98.67% | 98.67% |