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 | 1.49% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,890 CHF | 134,963 CHF | 99.38% | 99.38% |
19/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 356,623 CHF | 120,874 CHF | 99.37% | 99.37% |
18/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,963 CHF | 137,654 CHF | 99.25% | 99.25% |
15/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 436,256 CHF | 147,419 CHF | 99.38% | 99.38% |
14/11/2024 | 1.41% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 422,792 CHF | 142,931 CHF | 99.37% | 99.37% |
13/11/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,883 CHF | 123,961 CHF | 99.38% | 99.38% |
12/11/2024 | 1.27% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 469,122 CHF | 158,374 CHF | 99.37% | 99.37% |
11/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 491,827 CHF | 165,942 CHF | 99.37% | 99.37% |
08/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 445,802 CHF | 150,601 CHF | 99.37% | 99.37% |
07/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 469,078 CHF | 158,359 CHF | 98.38% | 98.38% |