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 | 1.25% | 0.80 CHF | 0.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 397,131 CHF | 80,426 CHF | 99.27% | 99.27% |
19/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 389,622 CHF | 78,924 CHF | 99.27% | 99.27% |
18/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 364,739 CHF | 73,948 CHF | 99.27% | 99.27% |
15/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 372,298 CHF | 75,460 CHF | 99.27% | 99.27% |
14/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 391,916 CHF | 79,383 CHF | 99.27% | 99.27% |
13/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 409,330 CHF | 82,866 CHF | 99.27% | 99.27% |
12/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 410,329 CHF | 83,066 CHF | 99.25% | 99.25% |
11/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 386,100 CHF | 78,220 CHF | 99.27% | 99.27% |
08/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 380,454 CHF | 77,091 CHF | 99.25% | 99.25% |
07/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 335,000 CHF | 68,000 CHF | 1.12% | 1.12% |