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 | 1.47% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 405,006 CHF | 137,002 CHF | 99.37% | 99.37% |
19/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 392,223 CHF | 132,741 CHF | 99.07% | 99.07% |
18/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 395,967 CHF | 133,989 CHF | 97.58% | 97.58% |
15/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,348 CHF | 131,116 CHF | 99.38% | 99.38% |
14/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,417 CHF | 127,806 CHF | 99.37% | 99.37% |
13/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,283 CHF | 135,094 CHF | 96.89% | 96.89% |
12/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 397,921 CHF | 134,640 CHF | 96.85% | 96.85% |
11/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,373 CHF | 131,124 CHF | 98.74% | 98.74% |
08/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,253 CHF | 130,751 CHF | 93.14% | 93.14% |
07/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,605 CHF | 129,868 CHF | 98.70% | 98.70% |