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 | 1.14% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,181 CHF | 88,060 CHF | 99.38% | 99.38% |
19/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 258,643 CHF | 87,214 CHF | 99.37% | 99.37% |
18/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,172 CHF | 83,057 CHF | 99.38% | 99.38% |
15/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,208 CHF | 79,403 CHF | 99.36% | 99.36% |
14/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,083 CHF | 94,028 CHF | 99.38% | 99.38% |
13/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,097 CHF | 91,699 CHF | 99.38% | 99.38% |
12/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 273,358 CHF | 92,119 CHF | 99.15% | 99.15% |
11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,755 CHF | 95,252 CHF | 99.38% | 99.38% |
08/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,367 CHF | 93,789 CHF | 99.37% | 99.37% |
07/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,934 CHF | 89,645 CHF | 98.58% | 98.58% |