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 | 1.38% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,348 CHF | 72,783 CHF | 98.36% | 98.36% |
19/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,350 CHF | 75,117 CHF | 97.52% | 97.52% |
18/11/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,972 CHF | 70,991 CHF | 96.13% | 96.13% |
15/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,232 CHF | 70,077 CHF | 98.90% | 98.90% |
14/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,678 CHF | 74,560 CHF | 96.88% | 96.88% |
13/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,714 CHF | 73,905 CHF | 94.48% | 94.48% |
12/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,670 CHF | 71,557 CHF | 94.60% | 94.60% |
11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,065 CHF | 71,355 CHF | 96.47% | 96.47% |
08/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,835 CHF | 71,612 CHF | 92.04% | 92.04% |
07/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,719 CHF | 73,240 CHF | 97.59% | 97.59% |