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 | 0.82% | 1.24 CHF | 1.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 182,710 CHF | 61,403 CHF | 99.38% | 99.38% |
19/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 183,874 CHF | 61,791 CHF | 99.38% | 99.38% |
18/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 192,332 CHF | 64,611 CHF | 97.51% | 97.51% |
15/11/2024 | 0.87% | 1.25 CHF | 1.26 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 171,516 CHF | 57,672 CHF | 99.37% | 99.37% |
14/11/2024 | 0.91% | 1.18 CHF | 1.19 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 165,422 CHF | 55,641 CHF | 93.45% | 93.45% |
13/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 133,548 CHF | 45,016 CHF | 96.85% | 96.85% |
12/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 130,445 CHF | 43,982 CHF | 96.82% | 96.82% |
11/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 126,227 CHF | 42,576 CHF | 99.14% | 99.14% |
08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 122,567 CHF | 41,356 CHF | 90.43% | 90.43% |
07/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 123,544 CHF | 41,681 CHF | 97.29% | 97.29% |