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 | 0.75% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 399,476 CHF | 134,159 CHF | 99.36% | 99.36% |
19/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 384,259 CHF | 129,086 CHF | 99.38% | 99.38% |
18/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 396,958 CHF | 133,319 CHF | 96.59% | 96.59% |
15/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 383,279 CHF | 128,760 CHF | 99.38% | 99.38% |
14/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 366,220 CHF | 123,073 CHF | 99.37% | 99.37% |
13/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,924 CHF | 118,308 CHF | 97.02% | 97.02% |
12/11/2024 | 0.80% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 372,519 CHF | 125,173 CHF | 96.86% | 96.86% |
11/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 406,813 CHF | 136,604 CHF | 99.25% | 99.25% |
08/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 394,985 CHF | 132,662 CHF | 99.28% | 99.28% |
07/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 407,748 CHF | 136,916 CHF | 98.70% | 98.70% |