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 | 1.58% | 0.63 CHF | 0.64 CHF | 500,000 | 500,000 | 222,747 | 222,747 | 141,959 CHF | 144,191 CHF | 100.00% | 100.00% |
22/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 500,000 | 500,000 | 222,999 | 222,999 | 147,344 CHF | 149,579 CHF | 100.00% | 100.00% |
20/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 485,000 | 485,000 | 216,789 | 216,789 | 127,867 CHF | 130,039 CHF | 99.90% | 99.90% |
19/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 490,000 | 490,000 | 217,116 | 217,116 | 126,528 CHF | 128,703 CHF | 100.00% | 100.00% |
18/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 480,000 | 480,000 | 212,807 | 212,807 | 119,934 CHF | 122,066 CHF | 99.90% | 99.90% |
15/11/2024 | 2.04% | 0.58 CHF | 0.59 CHF | 480,000 | 480,000 | 181,598 | 181,598 | 100,216 CHF | 102,063 CHF | 98.20% | 98.20% |
14/11/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 465,000 | 465,000 | 206,284 | 206,284 | 109,171 CHF | 111,238 CHF | 100.00% | 100.00% |
13/11/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 465,000 | 465,000 | 202,638 | 202,638 | 100,621 CHF | 102,651 CHF | 100.00% | 100.00% |
12/11/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 465,000 | 465,000 | 204,981 | 204,981 | 101,116 CHF | 103,170 CHF | 100.00% | 100.00% |
11/11/2024 | 3.00% | 0.44 CHF | 0.45 CHF | 445,000 | 445,000 | 187,727 | 187,727 | 80,554 CHF | 82,590 CHF | 99.90% | 99.90% |