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 | 1.22% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,734 CHF | 123,411 CHF | 99.43% | 99.43% |
22/11/2024 | 1.35% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,061 CHF | 112,520 CHF | 99.41% | 99.41% |
20/11/2024 | 1.44% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,920 CHF | 105,140 CHF | 99.43% | 99.43% |
19/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,848 CHF | 104,116 CHF | 99.42% | 99.42% |
18/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,027 CHF | 107,842 CHF | 97.72% | 97.72% |
15/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,705 CHF | 111,068 CHF | 99.44% | 99.44% |
14/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 330,851 CHF | 111,784 CHF | 99.40% | 99.40% |
13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,812 CHF | 110,104 CHF | 96.94% | 96.94% |
12/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 339,510 CHF | 114,670 CHF | 96.85% | 96.85% |
11/11/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,171 CHF | 115,890 CHF | 99.43% | 99.43% |