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 | 1.93% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,330 CHF | 52,443 CHF | 99.00% | 99.00% |
19/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,212 CHF | 52,404 CHF | 99.44% | 99.44% |
18/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,459 CHF | 54,820 CHF | 97.58% | 97.58% |
15/11/2024 | 1.73% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,031 CHF | 58,344 CHF | 99.44% | 99.44% |
14/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,643 CHF | 59,214 CHF | 99.09% | 99.09% |
13/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,224 CHF | 60,408 CHF | 96.57% | 96.57% |
12/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 176,890 CHF | 59,963 CHF | 96.37% | 96.37% |
11/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,709 CHF | 57,237 CHF | 98.66% | 98.66% |
08/11/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,941 CHF | 63,314 CHF | 90.62% | 90.62% |
07/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,369 CHF | 67,456 CHF | 98.66% | 98.66% |