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 | 2.55% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 580,630 CHF | 59,563 CHF | 99.38% | 99.38% |
19/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 509,246 CHF | 52,425 CHF | 99.37% | 99.37% |
18/11/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 528,854 CHF | 54,385 CHF | 99.25% | 99.25% |
15/11/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 567,944 CHF | 58,294 CHF | 99.38% | 99.38% |
14/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 558,309 CHF | 57,331 CHF | 99.37% | 99.37% |
13/11/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 542,978 CHF | 55,798 CHF | 99.37% | 99.37% |
12/11/2024 | 2.56% | 0.35 CHF | 0.36 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 579,078 CHF | 59,408 CHF | 99.37% | 99.37% |
11/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 640,426 CHF | 65,543 CHF | 99.37% | 99.37% |
08/11/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 631,749 CHF | 64,675 CHF | 99.37% | 99.37% |
07/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 601,968 CHF | 61,697 CHF | 98.36% | 98.36% |