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 | 0.83% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 360,947 CHF | 121,316 CHF | 99.44% | 99.44% |
19/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,022 CHF | 123,341 CHF | 99.44% | 99.44% |
18/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,819 CHF | 123,273 CHF | 97.65% | 97.65% |
15/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,831 CHF | 116,944 CHF | 99.45% | 99.45% |
14/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 320,050 CHF | 107,683 CHF | 99.44% | 99.44% |
13/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,781 CHF | 110,927 CHF | 96.93% | 96.93% |
12/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 328,873 CHF | 110,624 CHF | 96.87% | 96.87% |
11/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,976 CHF | 106,325 CHF | 99.44% | 99.44% |
08/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,706 CHF | 102,235 CHF | 99.28% | 99.28% |
07/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,264 CHF | 102,755 CHF | 98.70% | 98.70% |