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 | 0.89% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 337,452 CHF | 113,484 CHF | 99.36% | 99.36% |
19/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 352,230 CHF | 118,410 CHF | 99.37% | 99.37% |
18/11/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 342,137 CHF | 115,046 CHF | 96.59% | 96.59% |
15/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,584 CHF | 120,528 CHF | 99.38% | 99.38% |
14/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 374,609 CHF | 125,870 CHF | 99.37% | 99.37% |
13/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 389,586 CHF | 130,862 CHF | 96.88% | 96.88% |
12/11/2024 | 0.81% | 1.31 CHF | 1.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,704 CHF | 123,901 CHF | 96.85% | 96.85% |
11/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 335,795 CHF | 112,932 CHF | 99.25% | 99.25% |
08/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 350,061 CHF | 117,687 CHF | 99.28% | 99.28% |
07/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 340,288 CHF | 114,429 CHF | 98.68% | 98.68% |