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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,248 CHF | 52,083 CHF | 99.44% | 99.44% |
22/11/2024 | 2.03% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,592 CHF | 49,864 CHF | 99.43% | 99.43% |
20/11/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,014 CHF | 46,005 CHF | 99.44% | 99.44% |
19/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,465 CHF | 46,488 CHF | 98.95% | 98.95% |
18/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,101 CHF | 45,701 CHF | 97.64% | 97.64% |
15/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,177 CHF | 46,726 CHF | 99.44% | 99.44% |
14/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,470 CHF | 58,490 CHF | 99.44% | 99.44% |
13/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 177,820 CHF | 60,273 CHF | 96.93% | 96.93% |
12/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 188,793 CHF | 63,931 CHF | 96.92% | 96.92% |
11/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,953 CHF | 68,318 CHF | 98.88% | 98.88% |