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 | 0.71% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 420,109 CHF | 141,036 CHF | 99.43% | 99.43% |
19/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,717 CHF | 137,906 CHF | 99.42% | 99.42% |
18/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 405,291 CHF | 136,097 CHF | 97.66% | 97.66% |
15/11/2024 | 0.70% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 426,434 CHF | 143,145 CHF | 99.43% | 99.43% |
14/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,356 CHF | 155,785 CHF | 99.44% | 99.44% |
13/11/2024 | 0.61% | 1.52 CHF | 1.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 489,342 CHF | 164,114 CHF | 94.86% | 94.86% |
12/11/2024 | 0.57% | 1.62 CHF | 1.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 527,131 CHF | 176,710 CHF | 96.86% | 96.86% |
11/11/2024 | 0.51% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 583,937 CHF | 195,646 CHF | 99.46% | 99.46% |
08/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 604,404 CHF | 202,468 CHF | 90.73% | 90.73% |
07/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 609,102 CHF | 204,034 CHF | 98.68% | 98.68% |