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 | 1.45% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,978 CHF | 69,326 CHF | 99.73% | 99.73% |
19/11/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 315,333 | 105,111 | 202,816 CHF | 68,656 CHF | 96.97% | 96.97% |
18/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,120 CHF | 68,374 CHF | 96.14% | 96.14% |
15/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,215 CHF | 64,405 CHF | 96.38% | 96.38% |
14/11/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 324,157 | 108,052 | 191,446 CHF | 64,896 CHF | 99.32% | 99.32% |
13/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 449,727 | 149,909 | 250,568 CHF | 85,022 CHF | 98.95% | 98.95% |
12/11/2024 | 1.64% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 319,602 | 106,534 | 192,627 CHF | 65,274 CHF | 99.38% | 99.38% |
11/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,178 CHF | 70,726 CHF | 99.27% | 99.27% |
08/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,509 CHF | 67,503 CHF | 99.36% | 99.36% |
07/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,958 CHF | 70,986 CHF | 98.68% | 98.68% |