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 | 1.22% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,312 CHF | 82,438 CHF | 99.38% | 99.38% |
19/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,034 CHF | 81,345 CHF | 99.37% | 99.37% |
18/11/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,040 CHF | 77,013 CHF | 99.38% | 99.38% |
15/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,312 CHF | 73,437 CHF | 99.36% | 99.36% |
14/11/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,066 CHF | 88,355 CHF | 99.38% | 99.38% |
13/11/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,144 CHF | 86,048 CHF | 99.38% | 99.38% |
12/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,832 CHF | 86,611 CHF | 99.15% | 99.15% |
11/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,632 CHF | 89,544 CHF | 99.38% | 99.38% |
08/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,247 CHF | 88,416 CHF | 99.37% | 99.37% |
07/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 249,008 CHF | 84,003 CHF | 98.58% | 98.58% |