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 | 1.42% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 420,983 CHF | 142,328 CHF | 99.17% | 99.17% |
19/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,135 CHF | 147,712 CHF | 98.98% | 98.98% |
18/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,534 CHF | 162,845 CHF | 98.48% | 98.48% |
15/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,465 CHF | 167,822 CHF | 99.39% | 99.39% |
14/11/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 520,063 CHF | 175,354 CHF | 98.02% | 98.02% |
13/11/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 496,906 CHF | 167,635 CHF | 99.38% | 99.38% |
12/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,118 CHF | 165,039 CHF | 99.17% | 99.17% |
11/11/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 446,225 CHF | 150,742 CHF | 98.67% | 98.67% |
08/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 414,301 CHF | 140,100 CHF | 93.11% | 93.11% |
07/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 425,055 CHF | 143,685 CHF | 97.80% | 97.80% |