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 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,598 CHF | 90,866 CHF | 99.25% | 99.25% |
19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,569 CHF | 90,190 CHF | 98.68% | 98.68% |
18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 259,710 CHF | 87,570 CHF | 99.37% | 99.37% |
15/11/2024 | 1.23% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,208 CHF | 81,736 CHF | 99.39% | 99.39% |
14/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,464 CHF | 80,488 CHF | 97.37% | 97.37% |
13/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,569 CHF | 77,523 CHF | 98.99% | 98.99% |
12/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,923 CHF | 77,975 CHF | 92.63% | 92.63% |
11/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,365 CHF | 81,455 CHF | 98.54% | 98.54% |
08/11/2024 | 1.41% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 365,577 | 121,859 | 256,792 CHF | 86,816 CHF | 96.97% | 96.97% |
07/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 430,267 | 143,422 | 276,028 CHF | 93,443 CHF | 98.58% | 98.58% |