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 | 1.21% | 0.78 CHF | 0.79 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 369,443 CHF | 83,098 CHF | 99.17% | 99.17% |
19/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 350,441 CHF | 78,876 CHF | 99.16% | 99.16% |
18/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 350,217 CHF | 78,826 CHF | 99.22% | 99.22% |
15/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 373,170 CHF | 83,927 CHF | 99.17% | 99.17% |
14/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 386,135 CHF | 86,808 CHF | 99.16% | 99.16% |
13/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 354,655 CHF | 79,812 CHF | 99.16% | 99.16% |
12/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 376,656 CHF | 84,701 CHF | 99.16% | 99.16% |
11/11/2024 | 1.08% | 0.88 CHF | 0.89 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 415,748 CHF | 93,389 CHF | 99.16% | 99.16% |
08/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 390,869 CHF | 87,860 CHF | 99.16% | 99.16% |
07/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 383,707 CHF | 86,268 CHF | 98.27% | 98.27% |