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 | 1.16% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,183 CHF | 87,061 CHF | 99.44% | 99.44% |
19/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,430 CHF | 89,143 CHF | 99.44% | 99.44% |
18/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,129 CHF | 89,043 CHF | 97.66% | 97.66% |
15/11/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,440 CHF | 82,480 CHF | 99.45% | 99.45% |
14/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,765 CHF | 73,255 CHF | 99.44% | 99.44% |
13/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,813 CHF | 76,604 CHF | 96.92% | 96.92% |
12/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,373 CHF | 76,458 CHF | 96.90% | 96.90% |
11/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,775 CHF | 72,258 CHF | 99.44% | 99.44% |
08/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,077 CHF | 68,359 CHF | 99.28% | 99.28% |
07/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,461 CHF | 68,820 CHF | 98.69% | 98.69% |