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 | 1.08% | 0.87 CHF | 0.88 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 415,345 CHF | 93,299 CHF | 99.17% | 99.17% |
19/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 393,885 CHF | 88,530 CHF | 99.16% | 99.16% |
18/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 392,544 CHF | 88,232 CHF | 99.23% | 99.23% |
15/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 418,510 CHF | 94,002 CHF | 99.17% | 99.17% |
14/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 431,736 CHF | 96,941 CHF | 99.16% | 99.16% |
13/11/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 398,329 CHF | 89,518 CHF | 99.16% | 99.16% |
12/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 424,110 CHF | 95,247 CHF | 99.16% | 99.16% |
11/11/2024 | 0.96% | 0.98 CHF | 0.99 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 467,099 CHF | 104,800 CHF | 99.16% | 99.16% |
08/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 435,446 CHF | 97,766 CHF | 99.17% | 99.17% |
07/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 424,997 CHF | 95,444 CHF | 98.26% | 98.26% |