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 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,181 CHF | 97,394 CHF | 99.37% | 99.37% |
19/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,379 CHF | 96,126 CHF | 99.37% | 99.37% |
18/11/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,978 CHF | 91,993 CHF | 99.38% | 99.38% |
15/11/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 262,066 CHF | 88,355 CHF | 99.36% | 99.36% |
14/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 309,559 CHF | 104,186 CHF | 99.37% | 99.37% |
13/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,509 CHF | 101,836 CHF | 99.38% | 99.38% |
12/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,195 CHF | 102,398 CHF | 99.15% | 99.15% |
11/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,010 CHF | 105,670 CHF | 99.38% | 99.38% |
08/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,023 CHF | 104,341 CHF | 99.37% | 99.37% |
07/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,953 CHF | 99,651 CHF | 98.58% | 98.58% |