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 | 1.28% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,849 CHF | 78,950 CHF | 99.37% | 99.37% |
19/11/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,754 CHF | 77,918 CHF | 96.93% | 96.93% |
18/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,087 CHF | 69,696 CHF | 95.37% | 95.37% |
15/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,793 CHF | 69,264 CHF | 99.38% | 99.38% |
14/11/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,770 CHF | 75,923 CHF | 99.37% | 99.37% |
13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,744 CHF | 73,248 CHF | 92.33% | 92.33% |
12/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,643 CHF | 69,214 CHF | 96.98% | 96.98% |
11/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,482 CHF | 72,161 CHF | 97.56% | 97.56% |
08/11/2024 | 1.51% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,724 CHF | 66,908 CHF | 93.15% | 93.15% |
07/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,615 CHF | 63,872 CHF | 98.70% | 98.70% |