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 | 1.19% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,374 CHF | 84,458 CHF | 98.36% | 98.36% |
19/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,491 CHF | 86,830 CHF | 97.52% | 97.52% |
18/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,224 CHF | 82,741 CHF | 96.24% | 96.24% |
15/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,588 CHF | 81,863 CHF | 98.90% | 98.90% |
14/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,035 CHF | 86,345 CHF | 96.89% | 96.89% |
13/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,906 CHF | 85,636 CHF | 94.42% | 94.42% |
12/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,976 CHF | 83,325 CHF | 94.65% | 94.65% |
11/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,419 CHF | 83,140 CHF | 96.45% | 96.45% |
08/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,284 CHF | 83,428 CHF | 92.06% | 92.06% |
07/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,124 CHF | 85,041 CHF | 97.60% | 97.60% |