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 | 1.01% | 0.92 CHF | 0.93 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 294,462 CHF | 49,577 CHF | 99.16% | 99.16% |
19/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 289,433 CHF | 48,739 CHF | 99.16% | 99.16% |
18/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 265,123 CHF | 44,687 CHF | 99.22% | 99.22% |
15/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 265,845 CHF | 44,808 CHF | 99.17% | 99.17% |
14/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 264,675 CHF | 44,613 CHF | 99.15% | 99.15% |
13/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 251,382 CHF | 42,397 CHF | 99.16% | 99.16% |
12/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 266,691 CHF | 44,949 CHF | 99.16% | 99.16% |
11/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 255,026 CHF | 43,004 CHF | 99.16% | 99.16% |
08/11/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 229,727 CHF | 38,788 CHF | 99.17% | 99.17% |
07/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 226,803 CHF | 38,301 CHF | 98.19% | 98.19% |