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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.34% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 446,220 CHF | 150,740 CHF | 92.96% | 98.96% |
20/11/2024 | 1.29% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 463,504 CHF | 156,501 CHF | 98.88% | 98.88% |
19/11/2024 | 1.39% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 427,811 CHF | 144,604 CHF | 98.94% | 98.94% |
18/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,829 CHF | 155,610 CHF | 98.44% | 98.95% |
15/11/2024 | 1.96% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 622,003 | 207,334 | 314,367 CHF | 106,862 CHF | 97.35% | 97.35% |
14/11/2024 | 1.55% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 384,559 CHF | 130,186 CHF | 97.42% | 97.42% |
13/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 420,541 CHF | 142,180 CHF | 98.31% | 98.31% |
12/11/2024 | 1.25% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 478,447 CHF | 161,482 CHF | 89.70% | 89.70% |
11/11/2024 | 1.31% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 455,186 CHF | 153,729 CHF | 94.15% | 94.15% |
08/11/2024 | 2.37% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 725,597 | 241,866 | 302,904 CHF | 103,387 CHF | 96.68% | 96.68% |