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 | 1.51% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 198,081 CHF | 67,027 CHF | 99.26% | 99.26% |
19/11/2024 | 1.76% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,062 CHF | 57,354 CHF | 88.71% | 88.71% |
18/11/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,115 CHF | 54,372 CHF | 97.49% | 97.49% |
15/11/2024 | 1.77% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,404 CHF | 57,135 CHF | 96.47% | 96.47% |
14/11/2024 | 1.41% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 277,952 | 92,651 | 195,398 CHF | 66,059 CHF | 99.23% | 99.23% |
13/11/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 262,920 | 87,640 | 203,468 CHF | 68,699 CHF | 99.26% | 99.26% |
12/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 278,525 | 92,842 | 209,306 CHF | 70,697 CHF | 99.27% | 99.27% |
11/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 282,953 | 94,318 | 201,889 CHF | 68,240 CHF | 98.02% | 98.02% |
08/11/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 284,339 | 94,780 | 211,422 CHF | 71,422 CHF | 99.19% | 99.19% |
07/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,996 CHF | 68,999 CHF | 98.60% | 98.60% |