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 | 1.49% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 400,798 CHF | 135,600 CHF | 89.43% | 89.43% |
19/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 414,793 CHF | 140,264 CHF | 90.49% | 90.49% |
18/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 409,512 CHF | 138,504 CHF | 88.89% | 88.89% |
15/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,714 CHF | 131,905 CHF | 86.18% | 86.18% |
14/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,796 CHF | 130,932 CHF | 89.16% | 89.16% |
13/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,153 CHF | 131,718 CHF | 83.40% | 83.40% |
12/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,366 CHF | 128,122 CHF | 91.58% | 91.58% |
11/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 350,453 CHF | 118,818 CHF | 92.98% | 92.98% |
08/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,479 CHF | 127,826 CHF | 88.02% | 88.02% |
07/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 370,993 CHF | 125,664 CHF | 95.28% | 95.28% |