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 | 0.74% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 406,477 CHF | 136,492 CHF | 99.31% | 99.31% |
19/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,374 CHF | 136,791 CHF | 99.35% | 99.35% |
18/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,649 CHF | 137,216 CHF | 94.65% | 94.65% |
15/11/2024 | 0.66% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,675 CHF | 152,558 CHF | 99.37% | 99.37% |
14/11/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 471,864 CHF | 158,288 CHF | 99.34% | 99.34% |
13/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 487,459 CHF | 163,486 CHF | 93.36% | 93.36% |
12/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 528,946 CHF | 177,315 CHF | 96.89% | 96.89% |
11/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,138 CHF | 175,379 CHF | 99.38% | 99.38% |
08/11/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 525,090 CHF | 176,030 CHF | 90.83% | 90.83% |
07/11/2024 | 0.62% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 480,448 CHF | 161,149 CHF | 88.27% | 88.27% |