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% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,173 CHF | 93,058 CHF | 99.17% | 99.17% |
19/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,029 CHF | 91,010 CHF | 99.16% | 99.16% |
18/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,990 CHF | 81,663 CHF | 99.21% | 99.21% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,896 CHF | 81,965 CHF | 99.17% | 99.17% |
14/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,473 CHF | 81,824 CHF | 99.15% | 99.15% |
13/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,237 CHF | 77,412 CHF | 99.16% | 99.16% |
12/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,651 CHF | 82,884 CHF | 99.17% | 99.17% |
11/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,880 CHF | 78,627 CHF | 99.16% | 99.16% |
08/11/2024 | 1.44% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 207,663 CHF | 70,221 CHF | 99.17% | 99.17% |
07/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,765 CHF | 69,255 CHF | 98.18% | 98.18% |