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 | 1.29% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,046 CHF | 78,016 CHF | 99.36% | 99.36% |
19/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,525 CHF | 77,175 CHF | 99.35% | 99.35% |
18/11/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,191 CHF | 77,730 CHF | 94.61% | 94.61% |
15/11/2024 | 1.61% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,687 CHF | 62,896 CHF | 99.36% | 99.36% |
14/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,423 CHF | 57,475 CHF | 99.37% | 99.37% |
13/11/2024 | 1.99% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,400 CHF | 50,800 CHF | 93.41% | 93.41% |
12/11/2024 | 2.77% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 107,171 CHF | 36,724 CHF | 96.85% | 96.85% |
11/11/2024 | 2.69% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,047 CHF | 38,016 CHF | 99.38% | 99.38% |
08/11/2024 | 2.83% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,911 CHF | 35,970 CHF | 90.82% | 90.82% |
07/11/2024 | 1.97% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,538 CHF | 51,846 CHF | 88.27% | 88.27% |