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 | 1.27% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 234,792 CHF | 79,264 CHF | 99.33% | 99.33% |
19/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,359 CHF | 79,786 CHF | 99.34% | 99.34% |
18/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,948 CHF | 79,983 CHF | 94.64% | 94.64% |
15/11/2024 | 1.06% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,649 CHF | 95,216 CHF | 99.36% | 99.36% |
14/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 299,760 CHF | 100,920 CHF | 99.35% | 99.35% |
13/11/2024 | 0.94% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 316,447 CHF | 106,482 CHF | 93.58% | 93.58% |
12/11/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 358,247 CHF | 120,416 CHF | 96.79% | 96.79% |
11/11/2024 | 0.85% | 1.25 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 353,426 CHF | 118,809 CHF | 99.38% | 99.38% |
08/11/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 356,543 CHF | 119,848 CHF | 90.82% | 90.82% |
07/11/2024 | 0.96% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,148 CHF | 104,716 CHF | 88.27% | 88.27% |