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 | 1.54% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,994 CHF | 65,331 CHF | 99.38% | 99.38% |
19/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,580 CHF | 63,860 CHF | 99.37% | 99.37% |
18/11/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,225 CHF | 60,408 CHF | 99.38% | 99.38% |
15/11/2024 | 1.78% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,321 CHF | 56,774 CHF | 99.36% | 99.36% |
14/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,436 CHF | 74,479 CHF | 99.37% | 99.37% |
13/11/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 211,920 CHF | 71,640 CHF | 99.38% | 99.38% |
12/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,810 CHF | 72,270 CHF | 99.15% | 99.15% |
11/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,980 CHF | 75,993 CHF | 99.38% | 99.38% |
08/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,173 CHF | 74,391 CHF | 99.37% | 99.37% |
07/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,225 CHF | 69,408 CHF | 98.58% | 98.58% |