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 | 1.53% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 97,644 CHF | 33,048 CHF | 99.17% | 99.17% |
19/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 98,654 CHF | 33,385 CHF | 99.16% | 99.16% |
18/11/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 99,888 CHF | 33,796 CHF | 99.22% | 99.22% |
15/11/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 99,483 CHF | 33,661 CHF | 99.17% | 99.17% |
14/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 93,396 CHF | 31,632 CHF | 99.15% | 99.15% |
13/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 87,175 CHF | 29,558 CHF | 99.16% | 99.16% |
12/11/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 82,409 CHF | 27,970 CHF | 99.16% | 99.16% |
11/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 98,577 CHF | 33,359 CHF | 99.16% | 99.16% |
08/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 99,500 CHF | 33,667 CHF | 99.17% | 99.17% |
07/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 97,190 CHF | 32,897 CHF | 98.18% | 98.18% |