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 | 1.19% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,394 CHF | 84,465 CHF | 99.25% | 99.25% |
19/11/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,529 CHF | 75,843 CHF | 88.74% | 88.74% |
18/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,765 CHF | 73,588 CHF | 97.50% | 97.50% |
15/11/2024 | 1.32% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,357 CHF | 76,119 CHF | 96.39% | 96.39% |
14/11/2024 | 1.14% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,713 CHF | 88,571 CHF | 99.31% | 99.31% |
13/11/2024 | 1.06% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,799 CHF | 94,600 CHF | 99.26% | 99.26% |
12/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,804 CHF | 92,602 CHF | 99.30% | 99.30% |
11/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,588 CHF | 89,196 CHF | 99.20% | 99.20% |
08/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,020 CHF | 91,673 CHF | 99.20% | 99.20% |
07/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,104 CHF | 86,368 CHF | 98.51% | 98.51% |