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 | 0.80% | 1.19 CHF | 1.20 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 375,155 CHF | 63,026 CHF | 99.16% | 99.16% |
19/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 369,889 CHF | 62,148 CHF | 99.16% | 99.16% |
18/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 345,504 CHF | 58,084 CHF | 99.22% | 99.22% |
15/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 346,278 CHF | 58,213 CHF | 99.16% | 99.16% |
14/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 345,050 CHF | 58,008 CHF | 99.15% | 99.15% |
13/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 331,202 CHF | 55,700 CHF | 99.16% | 99.16% |
12/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 347,002 CHF | 58,334 CHF | 99.16% | 99.16% |
11/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 334,947 CHF | 56,325 CHF | 99.16% | 99.16% |
08/11/2024 | 0.97% | 1.09 CHF | 1.10 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 309,501 CHF | 52,084 CHF | 99.16% | 99.16% |
07/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 306,198 CHF | 51,533 CHF | 98.19% | 98.19% |