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 | 1.22% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,164 CHF | 123,888 CHF | 99.38% | 99.38% |
19/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,114 CHF | 120,871 CHF | 98.90% | 98.90% |
18/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,609 CHF | 111,036 CHF | 97.66% | 97.66% |
15/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,867 CHF | 113,456 CHF | 99.37% | 99.37% |
14/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,736 CHF | 118,745 CHF | 99.37% | 99.37% |
13/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,720 CHF | 120,073 CHF | 96.85% | 96.85% |
12/11/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,100 CHF | 114,867 CHF | 96.79% | 96.79% |
11/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 323,100 CHF | 109,200 CHF | 99.39% | 99.39% |
08/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,189 CHF | 119,230 CHF | 91.05% | 91.05% |
07/11/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,482 CHF | 113,994 CHF | 98.69% | 98.69% |