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 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,364 CHF | 106,788 CHF | 99.37% | 99.37% |
19/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 314,249 CHF | 105,750 CHF | 99.37% | 99.37% |
18/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 302,271 CHF | 101,757 CHF | 99.38% | 99.38% |
15/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,841 CHF | 97,947 CHF | 99.36% | 99.36% |
14/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 339,467 CHF | 114,156 CHF | 99.38% | 99.38% |
13/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 332,163 CHF | 111,721 CHF | 99.38% | 99.38% |
12/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,938 CHF | 112,313 CHF | 99.15% | 99.15% |
11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,219 CHF | 115,740 CHF | 99.38% | 99.38% |
08/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 339,428 CHF | 114,143 CHF | 99.37% | 99.37% |
07/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 325,426 CHF | 109,475 CHF | 98.58% | 98.58% |