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 | 2.09% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,998 CHF | 96,666 CHF | 88.20% | 88.20% |
19/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,484 CHF | 90,161 CHF | 88.28% | 88.28% |
18/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,744 CHF | 93,248 CHF | 89.49% | 89.49% |
15/11/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,738 CHF | 103,580 CHF | 93.71% | 93.71% |
14/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,362 CHF | 104,787 CHF | 91.88% | 91.88% |
13/11/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,423 CHF | 104,141 CHF | 96.15% | 96.15% |
12/11/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,109 CHF | 109,370 CHF | 94.50% | 94.50% |
11/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 453,663 | 151,221 | 278,939 CHF | 94,492 CHF | 92.94% | 92.94% |
08/11/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 595,765 | 198,588 | 326,501 CHF | 110,820 CHF | 95.79% | 95.79% |
07/11/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 589,947 | 196,649 | 335,572 CHF | 113,824 CHF | 95.16% | 95.16% |