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 | 1.01% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 590,491 CHF | 198,830 CHF | 99.38% | 99.38% |
19/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 560,420 CHF | 188,807 CHF | 99.37% | 99.37% |
18/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 560,043 CHF | 188,681 CHF | 99.26% | 99.26% |
15/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 527,699 CHF | 177,900 CHF | 99.38% | 99.38% |
14/11/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 729,958 | 243,319 | 606,167 CHF | 204,489 CHF | 99.36% | 99.36% |
13/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 750,000 | 250,000 | 703,659 | 234,553 | 580,947 CHF | 195,995 CHF | 99.37% | 99.37% |
12/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 601,215 | 200,405 | 521,611 CHF | 175,874 CHF | 99.38% | 99.38% |
11/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 550,884 CHF | 185,628 CHF | 99.37% | 99.37% |
08/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 618,678 | 206,226 | 534,141 CHF | 180,109 CHF | 99.37% | 99.37% |
07/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,634 CHF | 181,211 CHF | 98.36% | 98.36% |