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 | 1.70% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,884 CHF | 59,295 CHF | 99.41% | 99.41% |
19/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,911 CHF | 53,971 CHF | 99.41% | 99.41% |
18/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,277 CHF | 63,759 CHF | 97.64% | 97.64% |
15/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,870 CHF | 65,957 CHF | 99.41% | 99.41% |
14/11/2024 | 1.70% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 175,640 CHF | 59,547 CHF | 99.41% | 99.41% |
13/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,412 CHF | 52,471 CHF | 96.93% | 96.93% |
12/11/2024 | 1.67% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,977 CHF | 60,659 CHF | 96.95% | 96.95% |
11/11/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,146 CHF | 80,049 CHF | 99.38% | 99.38% |
08/11/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,457 CHF | 78,819 CHF | 96.66% | 96.66% |
07/11/2024 | 1.09% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 275,132 CHF | 92,711 CHF | 98.70% | 98.70% |