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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,062 CHF | 124,687 CHF | 99.38% | 99.38% |
22/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 373,516 CHF | 126,505 CHF | 99.38% | 99.38% |
20/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,437 CHF | 112,479 CHF | 99.37% | 99.37% |
19/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,137 CHF | 116,712 CHF | 99.07% | 99.07% |
18/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 342,082 CHF | 116,027 CHF | 97.52% | 97.52% |
15/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 353,427 CHF | 119,809 CHF | 99.37% | 99.37% |
14/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 363,392 CHF | 123,131 CHF | 99.37% | 99.37% |
13/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,213 CHF | 115,738 CHF | 96.93% | 96.93% |
12/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 342,994 CHF | 116,331 CHF | 96.93% | 96.93% |
11/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 351,331 CHF | 119,110 CHF | 98.73% | 98.73% |