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 | 1.42% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,449 CHF | 71,150 CHF | 98.67% | 98.67% |
19/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,589 CHF | 70,863 CHF | 98.59% | 98.59% |
18/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,333 CHF | 63,111 CHF | 98.66% | 98.66% |
15/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,078 CHF | 66,693 CHF | 98.27% | 98.27% |
14/11/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,371 CHF | 75,124 CHF | 97.77% | 97.77% |
13/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,808 CHF | 81,936 CHF | 98.90% | 98.90% |
12/11/2024 | 1.47% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,860 CHF | 68,620 CHF | 98.48% | 98.48% |
11/11/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,503 CHF | 70,501 CHF | 98.95% | 98.95% |
08/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,516 CHF | 71,839 CHF | 97.90% | 97.90% |
07/11/2024 | 1.62% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 305,257 | 101,752 | 187,405 CHF | 63,486 CHF | 98.02% | 98.02% |