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 | 1.20% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,772 CHF | 83,591 CHF | 99.16% | 99.16% |
19/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,085 CHF | 76,695 CHF | 99.17% | 99.17% |
18/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,992 CHF | 81,997 CHF | 99.22% | 99.22% |
15/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,266 CHF | 85,422 CHF | 99.16% | 99.16% |
14/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,310 CHF | 83,437 CHF | 99.15% | 99.15% |
13/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,560 CHF | 73,187 CHF | 99.16% | 99.16% |
12/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,725 CHF | 77,575 CHF | 99.15% | 99.15% |
11/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,615 CHF | 78,538 CHF | 99.16% | 99.16% |
08/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,148 CHF | 73,716 CHF | 99.16% | 99.16% |
07/11/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,697 CHF | 76,566 CHF | 98.18% | 98.18% |