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 | 1.09% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,220 CHF | 185,220 CHF | 95.88% | 95.88% |
19/11/2024 | 1.02% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 194,197 CHF | 196,197 CHF | 99.92% | 99.92% |
18/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,836 CHF | 98,836 CHF | 95.75% | 95.75% |
15/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,204 CHF | 95,204 CHF | 95.83% | 95.83% |
14/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,609 CHF | 87,609 CHF | 95.84% | 95.84% |
13/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,874 CHF | 88,874 CHF | 99.84% | 99.84% |
12/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,385 CHF | 88,385 CHF | 99.67% | 99.67% |
11/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,248 CHF | 85,248 CHF | 95.74% | 95.74% |
08/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,640 CHF | 90,640 CHF | 99.93% | 99.93% |
07/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,933 CHF | 92,933 CHF | 95.75% | 95.75% |