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 | 1.58% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 314,987 CHF | 63,997 CHF | 99.27% | 99.27% |
19/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 328,717 CHF | 66,743 CHF | 99.27% | 99.27% |
18/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 320,352 CHF | 65,071 CHF | 99.27% | 99.27% |
15/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 328,810 CHF | 66,762 CHF | 99.27% | 99.27% |
14/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 332,943 CHF | 67,589 CHF | 99.27% | 99.27% |
13/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 334,627 CHF | 67,926 CHF | 99.27% | 99.27% |
12/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 325,575 CHF | 66,115 CHF | 99.25% | 99.25% |
11/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 295,704 CHF | 60,141 CHF | 99.27% | 99.27% |
08/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 298,404 CHF | 60,681 CHF | 99.20% | 99.20% |
07/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 315,000 CHF | 64,000 CHF | 1.12% | 1.12% |