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 | 1.29% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,848 CHF | 77,950 CHF | 98.87% | 98.87% |
19/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,147 CHF | 78,049 CHF | 90.63% | 90.63% |
18/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,693 CHF | 74,898 CHF | 96.34% | 96.34% |
15/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 223,662 CHF | 75,554 CHF | 98.34% | 98.34% |
14/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,869 CHF | 81,290 CHF | 98.90% | 98.90% |
13/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 248,519 CHF | 83,840 CHF | 96.28% | 96.28% |
12/11/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,065 CHF | 75,688 CHF | 96.07% | 96.07% |
11/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,468 CHF | 72,823 CHF | 98.72% | 98.72% |
08/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,679 CHF | 74,893 CHF | 98.85% | 98.85% |
07/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,869 CHF | 76,290 CHF | 98.17% | 98.17% |