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 | 1.02% | 0.96 CHF | 0.97 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 487,725 CHF | 147,817 CHF | 99.37% | 99.37% |
19/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 467,934 CHF | 141,880 CHF | 99.38% | 99.38% |
18/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 472,756 CHF | 143,327 CHF | 99.25% | 99.25% |
15/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 448,922 CHF | 136,177 CHF | 99.37% | 99.37% |
14/11/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 450,408 CHF | 136,622 CHF | 99.36% | 99.36% |
13/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 475,537 CHF | 144,161 CHF | 99.37% | 99.37% |
12/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 464,696 CHF | 140,909 CHF | 99.38% | 99.38% |
11/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 491,868 CHF | 149,060 CHF | 99.38% | 99.38% |
08/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 485,652 CHF | 147,196 CHF | 99.38% | 99.38% |
07/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 502,872 CHF | 152,362 CHF | 98.38% | 98.38% |