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 | 2.14% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,200 CHF | 70,900 CHF | 99.36% | 99.36% |
22/11/2024 | 1.76% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,891 CHF | 86,130 CHF | 99.36% | 99.36% |
20/11/2024 | 1.66% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,388 CHF | 90,963 CHF | 99.36% | 99.36% |
19/11/2024 | 1.56% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,320 CHF | 97,273 CHF | 98.00% | 98.00% |
18/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,962 CHF | 107,821 CHF | 97.64% | 97.64% |
15/11/2024 | 1.43% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,226 CHF | 105,909 CHF | 96.95% | 96.95% |
14/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,616 CHF | 74,039 CHF | 99.36% | 99.36% |
13/11/2024 | 1.72% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 259,406 CHF | 87,969 CHF | 94.72% | 94.72% |
12/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,478 CHF | 85,659 CHF | 96.79% | 96.79% |
11/11/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,413 CHF | 79,304 CHF | 99.36% | 99.36% |