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 | 1.34% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,230 CHF | 149,743 CHF | 99.37% | 99.37% |
19/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 453,189 CHF | 153,063 CHF | 99.07% | 99.07% |
18/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 452,945 CHF | 152,982 CHF | 97.56% | 97.56% |
15/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,276 CHF | 156,759 CHF | 99.38% | 99.38% |
14/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 474,436 CHF | 160,145 CHF | 99.37% | 99.37% |
13/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 452,010 CHF | 152,670 CHF | 97.02% | 97.02% |
12/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 451,665 CHF | 152,555 CHF | 96.87% | 96.87% |
11/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,722 CHF | 155,574 CHF | 98.73% | 98.73% |
08/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 455,588 CHF | 153,863 CHF | 93.14% | 93.14% |
07/11/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 461,396 CHF | 155,799 CHF | 98.70% | 98.70% |