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 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,378 CHF | 139,459 CHF | 98.35% | 98.35% |
19/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 416,613 CHF | 139,871 CHF | 96.68% | 96.68% |
18/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 441,566 CHF | 148,189 CHF | 97.66% | 97.66% |
15/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 426,838 CHF | 143,279 CHF | 96.55% | 96.55% |
14/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,463 CHF | 152,488 CHF | 99.27% | 99.27% |
13/11/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,684 CHF | 149,228 CHF | 98.78% | 98.78% |
12/11/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 461,435 CHF | 154,812 CHF | 99.38% | 99.38% |
11/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 451,454 CHF | 151,485 CHF | 99.36% | 99.36% |
08/11/2024 | 0.72% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 415,594 CHF | 139,531 CHF | 99.35% | 99.35% |
07/11/2024 | 0.67% | 1.40 CHF | 1.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 666,718 CHF | 223,739 CHF | 98.62% | 98.62% |