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 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,965 CHF | 90,822 CHF | 3.32% | 98.93% |
19/11/2024 | 1.68% | 0.64 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,500 CHF | 90,000 CHF | 0.40% | 99.25% |
18/11/2024 | - | 0.71 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
15/11/2024 | - | 0.75 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
14/11/2024 | - | 0.85 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |
13/11/2024 | - | 0.78 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
12/11/2024 | - | 0.76 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
11/11/2024 | - | 0.71 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.68% |
08/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 276,226 CHF | 93,576 CHF | 93.11% | 93.11% |
07/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 377,853 CHF | 127,951 CHF | 97.78% | 97.78% |