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 | 1.46% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,434 CHF | 103,645 CHF | 99.34% | 99.34% |
19/11/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 313,972 CHF | 106,157 CHF | 96.69% | 96.69% |
18/11/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,351 CHF | 116,950 CHF | 97.60% | 97.60% |
15/11/2024 | 1.70% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,692 CHF | 90,064 CHF | 96.52% | 96.52% |
14/11/2024 | 1.78% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 519,248 | 173,083 | 294,082 CHF | 99,758 CHF | 93.02% | 93.02% |
13/11/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,407 CHF | 78,469 CHF | 98.98% | 98.98% |
12/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,225 CHF | 74,742 CHF | 99.38% | 99.38% |
11/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,727 CHF | 68,909 CHF | 99.15% | 99.15% |
08/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,714 CHF | 66,238 CHF | 98.85% | 98.85% |
07/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,733 CHF | 68,911 CHF | 97.22% | 97.22% |