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 | 0.95% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 315,325 CHF | 106,108 CHF | 99.38% | 99.38% |
19/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,422 CHF | 99,807 CHF | 99.38% | 99.38% |
18/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,918 CHF | 102,306 CHF | 99.37% | 99.37% |
15/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 312,925 CHF | 105,308 CHF | 99.34% | 99.34% |
14/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,349 CHF | 103,116 CHF | 99.38% | 99.38% |
13/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,943 CHF | 101,981 CHF | 99.38% | 99.38% |
12/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,047 CHF | 104,682 CHF | 99.14% | 99.14% |
11/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 329,937 CHF | 110,979 CHF | 99.13% | 99.13% |
08/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,400 CHF | 106,467 CHF | 99.38% | 99.38% |
07/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,594 CHF | 104,531 CHF | 98.56% | 98.56% |