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 | 1.96% | 0.51 CHF | 0.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 252,026 CHF | 51,405 CHF | 99.27% | 99.27% |
19/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 280,087 CHF | 57,017 CHF | 99.27% | 99.27% |
18/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 247,478 CHF | 50,496 CHF | 99.27% | 99.27% |
15/11/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 230,575 CHF | 47,115 CHF | 99.27% | 99.27% |
14/11/2024 | 2.07% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 239,265 CHF | 48,853 CHF | 99.27% | 99.27% |
13/11/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 276,201 CHF | 56,240 CHF | 99.27% | 99.27% |
12/11/2024 | 2.33% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 212,631 CHF | 43,526 CHF | 99.25% | 99.25% |
11/11/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 199,764 CHF | 40,953 CHF | 99.27% | 99.27% |
08/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 228,885 CHF | 46,777 CHF | 99.25% | 99.25% |
07/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 240,049 CHF | 49,010 CHF | 1.12% | 1.12% |