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 | 1.28% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,416 CHF | 78,805 CHF | 88.88% | 88.88% |
19/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 353,981 | 117,994 | 264,931 CHF | 89,490 CHF | 95.11% | 95.11% |
18/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,961 CHF | 79,987 CHF | 94.51% | 94.51% |
15/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,314 CHF | 79,771 CHF | 93.21% | 93.21% |
14/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 355,680 | 118,560 | 269,312 CHF | 90,956 CHF | 97.46% | 97.46% |
13/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 338,345 | 112,782 | 262,363 CHF | 88,582 CHF | 98.65% | 98.65% |
12/11/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 346,009 | 115,336 | 267,569 CHF | 90,343 CHF | 95.22% | 95.22% |
11/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,206 CHF | 86,069 CHF | 95.49% | 95.49% |
08/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,784 CHF | 82,595 CHF | 96.60% | 96.60% |
07/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 257,242 CHF | 86,747 CHF | 97.48% | 97.48% |