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 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,233 CHF | 93,078 CHF | 99.38% | 99.38% |
19/11/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,937 CHF | 91,312 CHF | 99.37% | 99.37% |
18/11/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,717 CHF | 86,572 CHF | 99.38% | 99.38% |
15/11/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,002 CHF | 83,334 CHF | 99.36% | 99.36% |
14/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,408 CHF | 99,803 CHF | 99.38% | 99.38% |
13/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 287,306 CHF | 96,769 CHF | 99.38% | 99.38% |
12/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,749 CHF | 97,583 CHF | 99.15% | 99.15% |
11/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,574 CHF | 101,191 CHF | 99.37% | 99.37% |
08/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,263 CHF | 99,421 CHF | 99.37% | 99.37% |
07/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,135 CHF | 94,378 CHF | 98.58% | 98.58% |