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 | 1.89% | 0.52 CHF | 0.53 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 209,958 CHF | 13,372 CHF | 99.36% | 99.36% |
19/11/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 237,536 CHF | 15,096 CHF | 99.37% | 99.37% |
18/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 267,330 CHF | 16,958 CHF | 99.23% | 99.23% |
15/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 274,027 CHF | 17,377 CHF | 99.37% | 99.37% |
14/11/2024 | 1.09% | 0.84 CHF | 0.85 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 368,044 CHF | 23,253 CHF | 99.37% | 99.37% |
13/11/2024 | 1.01% | 1.05 CHF | 1.06 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 396,014 CHF | 25,001 CHF | 98.32% | 98.32% |
12/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 471,694 CHF | 29,731 CHF | 99.37% | 99.37% |
11/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 474,834 CHF | 29,927 CHF | 99.37% | 99.37% |
08/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 439,127 CHF | 27,696 CHF | 99.37% | 99.37% |
07/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 439,376 CHF | 27,711 CHF | 99.29% | 99.29% |