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 | 1.33% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,146 CHF | 75,715 CHF | 97.70% | 97.70% |
19/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,788 CHF | 73,596 CHF | 96.75% | 96.75% |
18/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,670 CHF | 74,890 CHF | 97.61% | 97.61% |
15/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,502 CHF | 77,167 CHF | 95.64% | 95.64% |
14/11/2024 | 1.06% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,290 CHF | 95,097 CHF | 99.19% | 99.19% |
13/11/2024 | 1.07% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 278,467 CHF | 93,822 CHF | 98.77% | 98.77% |
12/11/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,507 CHF | 96,502 CHF | 99.34% | 99.34% |
11/11/2024 | 0.98% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,842 CHF | 102,614 CHF | 96.31% | 96.31% |
08/11/2024 | 1.23% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,327 CHF | 82,109 CHF | 96.76% | 96.76% |
07/11/2024 | 1.14% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 261,002 CHF | 88,001 CHF | 98.65% | 98.65% |