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 | 1.62% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,498 CHF | 62,499 CHF | 99.44% | 99.44% |
19/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,835 CHF | 63,278 CHF | 98.97% | 98.97% |
18/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,531 CHF | 60,177 CHF | 97.73% | 97.73% |
15/11/2024 | 1.31% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,768 CHF | 77,256 CHF | 99.44% | 99.44% |
14/11/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,360 CHF | 86,453 CHF | 99.44% | 99.44% |
13/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,877 CHF | 62,959 CHF | 96.92% | 96.92% |
12/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,093 CHF | 69,031 CHF | 96.85% | 96.85% |
11/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,439 CHF | 66,813 CHF | 99.47% | 99.47% |
08/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,662 CHF | 61,554 CHF | 91.32% | 91.32% |
07/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,899 CHF | 60,633 CHF | 98.69% | 98.69% |