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 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,541 CHF | 115,014 CHF | 99.33% | 99.33% |
19/11/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,870 CHF | 118,790 CHF | 99.07% | 99.07% |
18/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,090 CHF | 118,530 CHF | 99.52% | 99.52% |
15/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,030 CHF | 121,843 CHF | 99.37% | 99.37% |
14/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,233 CHF | 125,244 CHF | 97.70% | 97.70% |
13/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 345,501 CHF | 116,667 CHF | 99.35% | 99.35% |
12/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,156 CHF | 117,219 CHF | 99.31% | 99.31% |
11/11/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,991 CHF | 119,830 CHF | 99.41% | 99.41% |
08/11/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,907 CHF | 118,469 CHF | 99.37% | 99.37% |
07/11/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,555 CHF | 120,685 CHF | 98.58% | 98.58% |