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 | 0.82% | 1.18 CHF | 1.19 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 364,475 CHF | 61,246 CHF | 99.16% | 99.16% |
19/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 350,916 CHF | 58,986 CHF | 99.17% | 99.17% |
18/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 362,830 CHF | 60,972 CHF | 99.22% | 99.22% |
15/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 356,684 CHF | 59,947 CHF | 99.16% | 99.16% |
14/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 369,220 CHF | 62,037 CHF | 99.16% | 99.16% |
13/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 365,734 CHF | 61,456 CHF | 99.16% | 99.16% |
12/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 387,964 CHF | 65,161 CHF | 99.16% | 99.16% |
11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 407,004 CHF | 68,334 CHF | 99.17% | 99.17% |
08/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 383,550 CHF | 64,425 CHF | 99.17% | 99.17% |
07/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 386,371 CHF | 64,895 CHF | 98.18% | 98.18% |