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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.69% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 353,901 CHF | 119,967 CHF | 98.87% | 98.87% |
20/11/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,646 CHF | 124,882 CHF | 98.84% | 98.84% |
19/11/2024 | 1.79% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,351 CHF | 112,784 CHF | 99.20% | 99.20% |
18/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 599,991 | 200,000 | 362,676 CHF | 122,894 CHF | 98.95% | 98.95% |
15/11/2024 | 2.71% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,490 CHF | 93,997 CHF | 97.46% | 97.46% |
14/11/2024 | 2.03% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 744,602 | 248,201 | 363,854 CHF | 123,767 CHF | 96.91% | 96.91% |
13/11/2024 | 1.82% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 633,045 | 211,015 | 343,766 CHF | 116,699 CHF | 98.38% | 98.38% |
12/11/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 606,000 | 202,000 | 391,118 CHF | 132,393 CHF | 89.71% | 89.71% |
11/11/2024 | 1.64% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 606,013 | 202,008 | 367,054 CHF | 124,374 CHF | 94.23% | 94.23% |
08/11/2024 | 3.32% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 790,951 | 263,650 | 236,931 CHF | 81,614 CHF | 92.47% | 92.47% |