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 | 1.15% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,129 CHF | 87,710 CHF | 98.65% | 98.65% |
19/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,497 CHF | 83,166 CHF | 96.64% | 96.64% |
18/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,731 CHF | 83,244 CHF | 96.89% | 96.89% |
15/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,744 CHF | 82,915 CHF | 95.45% | 95.45% |
14/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 234,011 CHF | 79,004 CHF | 98.48% | 98.48% |
13/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,426 CHF | 78,809 CHF | 98.17% | 98.17% |
12/11/2024 | 1.20% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,365 CHF | 84,122 CHF | 98.94% | 98.94% |
11/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,162 CHF | 92,387 CHF | 97.88% | 97.88% |
08/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,749 CHF | 82,583 CHF | 98.84% | 98.84% |
07/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,285 CHF | 83,095 CHF | 98.28% | 98.28% |