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 | 0.83% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 257,087 | 85,696 | 308,536 CHF | 103,702 CHF | 99.16% | 99.16% |
19/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 273,280 | 91,093 | 322,923 CHF | 108,552 CHF | 99.17% | 99.17% |
18/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 324,495 CHF | 109,165 CHF | 99.22% | 99.22% |
15/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,063 CHF | 109,354 CHF | 99.17% | 99.17% |
14/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 324,232 CHF | 109,077 CHF | 99.15% | 99.15% |
13/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,359 CHF | 104,120 CHF | 99.16% | 99.16% |
12/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 327,630 CHF | 110,210 CHF | 99.17% | 99.17% |
11/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,434 CHF | 105,478 CHF | 99.16% | 99.16% |
08/11/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,440 CHF | 95,813 CHF | 99.16% | 99.16% |
07/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,373 CHF | 94,791 CHF | 98.19% | 98.19% |