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 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 279,975 CHF | 94,825 CHF | 99.37% | 99.37% |
19/11/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,875 CHF | 98,125 CHF | 99.27% | 99.27% |
18/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,113 CHF | 98,538 CHF | 99.23% | 99.23% |
15/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,833 CHF | 101,444 CHF | 99.35% | 99.35% |
14/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,317 CHF | 104,939 CHF | 97.75% | 97.75% |
13/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,172 CHF | 96,558 CHF | 99.33% | 99.33% |
12/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,986 CHF | 97,162 CHF | 99.38% | 99.38% |
11/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,170 CHF | 99,890 CHF | 99.35% | 99.35% |
08/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,571 CHF | 98,690 CHF | 99.36% | 99.36% |
07/11/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,822 CHF | 100,774 CHF | 98.56% | 98.56% |