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 | 0.80% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,068 CHF | 126,023 CHF | 99.25% | 99.25% |
19/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 346,877 CHF | 116,626 CHF | 88.72% | 88.72% |
18/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,257 CHF | 114,419 CHF | 97.56% | 97.56% |
15/11/2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,605 CHF | 117,202 CHF | 96.39% | 96.39% |
14/11/2024 | 0.77% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 387,767 CHF | 130,256 CHF | 99.25% | 99.25% |
13/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 405,723 CHF | 136,241 CHF | 99.24% | 99.24% |
12/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 399,543 CHF | 134,181 CHF | 99.33% | 99.33% |
11/11/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 388,408 CHF | 130,469 CHF | 99.21% | 99.21% |
08/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 395,201 CHF | 132,734 CHF | 99.22% | 99.22% |
07/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 378,106 CHF | 127,035 CHF | 98.58% | 98.58% |