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 | 1.31% | 0.74 CHF | 0.75 CHF | 300,000 | 60,000 | 298,612 | 60,000 | 227,098 CHF | 46,235 CHF | 99.17% | 99.17% |
19/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 60,000 | 292,618 | 60,000 | 212,843 CHF | 44,298 CHF | 99.16% | 99.16% |
18/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300,000 | 60,000 | 283,847 | 60,000 | 221,957 CHF | 47,622 CHF | 99.22% | 99.22% |
15/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300,000 | 60,000 | 282,888 | 60,000 | 221,820 CHF | 47,699 CHF | 99.16% | 99.16% |
14/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300,000 | 60,000 | 299,995 | 60,000 | 225,418 CHF | 45,684 CHF | 99.15% | 99.15% |
13/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300,000 | 60,000 | 300,000 | 60,000 | 219,861 CHF | 44,572 CHF | 99.16% | 99.16% |
12/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 300,000 | 60,000 | 300,000 | 60,000 | 218,913 CHF | 44,383 CHF | 99.16% | 99.16% |
11/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 300,000 | 60,000 | 241,356 | 60,000 | 202,130 CHF | 50,923 CHF | 99.16% | 99.16% |
08/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300,000 | 60,000 | 300,000 | 60,000 | 232,076 CHF | 47,015 CHF | 99.17% | 99.17% |
07/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300,000 | 60,000 | 300,000 | 60,000 | 229,825 CHF | 46,565 CHF | 98.19% | 98.19% |