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 | 1.94% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,791 CHF | 104,264 CHF | 20.20% | 97.89% |
19/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,276 CHF | 106,092 CHF | 87.34% | 98.94% |
18/11/2024 | 1.99% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,161 CHF | 101,720 CHF | 84.81% | 98.79% |
15/11/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,035 CHF | 103,345 CHF | 98.53% | 98.53% |
14/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,473 CHF | 111,824 CHF | 18.99% | 94.76% |
13/11/2024 | - | 0.58 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.03% |
12/11/2024 | - | 0.62 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.53% |
11/11/2024 | - | 0.67 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.02% |
08/11/2024 | - | 0.71 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.87% |
07/11/2024 | - | 0.69 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.50% |