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 | 1.65% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 361,801 CHF | 122,600 CHF | 97.64% | 97.64% |
19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,225 CHF | 128,075 CHF | 94.46% | 94.46% |
18/11/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,721 CHF | 135,240 CHF | 96.26% | 96.26% |
15/11/2024 | 1.50% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,421 CHF | 134,140 CHF | 96.42% | 96.42% |
14/11/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 392,335 CHF | 132,778 CHF | 96.75% | 96.75% |
13/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 400,437 CHF | 135,479 CHF | 97.82% | 97.82% |
12/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 423,345 CHF | 143,115 CHF | 97.54% | 97.54% |
11/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,270 CHF | 147,090 CHF | 98.42% | 98.42% |
08/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,692 CHF | 155,564 CHF | 96.33% | 96.33% |
07/11/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 475,025 CHF | 160,342 CHF | 98.04% | 98.04% |