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 | 0.87% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,192 CHF | 116,064 CHF | 99.16% | 99.16% |
19/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,559 CHF | 114,520 CHF | 99.16% | 99.16% |
18/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,985 CHF | 106,662 CHF | 99.22% | 99.22% |
15/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,146 CHF | 106,715 CHF | 99.17% | 99.17% |
14/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,202 CHF | 106,401 CHF | 99.16% | 99.16% |
13/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,980 CHF | 102,327 CHF | 99.16% | 99.16% |
12/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,650 CHF | 107,217 CHF | 99.16% | 99.16% |
11/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,364 CHF | 103,455 CHF | 99.16% | 99.16% |
08/11/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 306,654 | 100,000 | 289,911 CHF | 95,617 CHF | 99.17% | 99.17% |
07/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 308,603 | 100,000 | 289,075 CHF | 94,741 CHF | 98.19% | 98.19% |