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 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,208 CHF | 120,236 CHF | 99.38% | 99.38% |
19/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 367,852 CHF | 124,117 CHF | 99.38% | 99.38% |
18/11/2024 | 1.26% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,788 CHF | 120,096 CHF | 99.38% | 99.38% |
15/11/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,088 CHF | 119,529 CHF | 99.34% | 99.34% |
14/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,706 CHF | 123,735 CHF | 99.38% | 99.38% |
13/11/2024 | 1.30% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,503 CHF | 117,001 CHF | 99.38% | 99.38% |
12/11/2024 | 0.97% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,295 CHF | 156,265 CHF | 99.16% | 99.16% |
11/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 497,230 CHF | 167,243 CHF | 99.13% | 99.13% |
08/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,902 CHF | 158,468 CHF | 99.37% | 99.37% |
07/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,726 CHF | 161,075 CHF | 98.56% | 98.56% |