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 | 1.37% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,954 CHF | 73,651 CHF | 99.37% | 99.37% |
19/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 379,488 | 126,496 | 232,435 CHF | 78,743 CHF | 99.37% | 99.37% |
18/11/2024 | 1.49% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,217 | 100,072 | 201,145 CHF | 68,049 CHF | 99.38% | 99.38% |
15/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,163 CHF | 69,054 CHF | 99.36% | 99.36% |
14/11/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 323,391 | 107,797 | 203,976 CHF | 69,070 CHF | 99.38% | 99.38% |
13/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,466 CHF | 79,989 CHF | 99.38% | 99.38% |
12/11/2024 | 1.68% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 375,963 | 125,321 | 221,776 CHF | 75,179 CHF | 99.16% | 99.16% |
11/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 375,112 | 125,037 | 234,317 CHF | 79,356 CHF | 99.38% | 99.38% |
08/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,993 CHF | 90,498 CHF | 99.37% | 99.37% |
07/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 407,309 | 135,770 | 256,964 CHF | 87,013 CHF | 98.58% | 98.58% |