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 | 1.01% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,856 CHF | 99,619 CHF | 99.54% | 99.54% |
19/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,976 CHF | 95,659 CHF | 96.95% | 96.95% |
18/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 293,322 CHF | 98,774 CHF | 96.25% | 96.25% |
15/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,311 CHF | 94,770 CHF | 96.52% | 96.52% |
14/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,233 CHF | 90,411 CHF | 99.36% | 99.36% |
13/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,042 CHF | 86,681 CHF | 98.93% | 98.93% |
12/11/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,304 CHF | 91,768 CHF | 99.38% | 99.38% |
11/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,627 CHF | 101,209 CHF | 99.27% | 99.27% |
08/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,790 CHF | 97,930 CHF | 99.35% | 99.35% |
07/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 301,489 CHF | 101,496 CHF | 98.67% | 98.67% |