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 | 1.06% | 0.94 CHF | 0.95 CHF | 225,000 | 100,000 | 225,276 | 100,000 | 211,436 CHF | 94,860 CHF | 98.83% | 98.83% |
19/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 225,000 | 100,000 | 236,386 | 100,000 | 220,684 CHF | 94,487 CHF | 99.17% | 99.17% |
18/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,831 CHF | 90,944 CHF | 99.22% | 99.22% |
15/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 252,217 CHF | 85,072 CHF | 99.16% | 99.16% |
14/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,111 CHF | 82,370 CHF | 99.16% | 99.16% |
13/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,247 CHF | 83,082 CHF | 98.95% | 98.95% |
12/11/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,339 CHF | 78,446 CHF | 99.15% | 99.15% |
11/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,487 CHF | 69,496 CHF | 99.16% | 99.16% |
08/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,151 CHF | 76,384 CHF | 99.16% | 99.16% |
07/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,377 CHF | 74,126 CHF | 97.77% | 97.77% |