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 | 1.00% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 297,939 CHF | 100,313 CHF | 99.38% | 99.38% |
19/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,011 CHF | 98,337 CHF | 99.37% | 99.37% |
18/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,774 CHF | 95,258 CHF | 99.38% | 99.38% |
15/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,550 CHF | 92,517 CHF | 99.36% | 99.36% |
14/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,269 CHF | 107,090 CHF | 99.37% | 99.37% |
13/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,899 CHF | 104,633 CHF | 99.38% | 99.38% |
12/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,291 CHF | 105,430 CHF | 99.13% | 99.13% |
11/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 323,406 CHF | 108,802 CHF | 99.38% | 99.38% |
08/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,794 CHF | 107,265 CHF | 99.37% | 99.37% |
07/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,817 CHF | 102,939 CHF | 98.58% | 98.58% |