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 | 1.68% | 0.61 CHF | 0.62 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 354,946 CHF | 90,237 CHF | 99.38% | 99.38% |
19/11/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 252,827 CHF | 64,707 CHF | 99.38% | 99.38% |
18/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 273,601 CHF | 69,900 CHF | 99.38% | 99.38% |
15/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 290,178 CHF | 74,045 CHF | 98.91% | 98.91% |
14/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 308,506 CHF | 78,627 CHF | 99.38% | 99.38% |
13/11/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 260,715 CHF | 66,679 CHF | 99.38% | 99.38% |
12/11/2024 | 2.05% | 0.43 CHF | 0.44 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 290,270 CHF | 74,067 CHF | 99.16% | 99.16% |
11/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 315,843 CHF | 80,461 CHF | 99.38% | 99.38% |
08/11/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 321,928 CHF | 81,982 CHF | 99.38% | 99.38% |
07/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 326,043 CHF | 83,011 CHF | 98.58% | 98.58% |