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 | 1.94% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,651 CHF | 104,217 CHF | 99.17% | 99.17% |
19/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 307,951 CHF | 104,650 CHF | 99.16% | 99.16% |
18/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 327,800 CHF | 111,267 CHF | 99.23% | 99.23% |
15/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,891 CHF | 115,630 CHF | 99.17% | 99.17% |
14/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,328 CHF | 116,442 CHF | 99.15% | 99.15% |
13/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,685 CHF | 112,562 CHF | 99.16% | 99.16% |
12/11/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,812 CHF | 117,271 CHF | 99.16% | 99.16% |
11/11/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 372,177 CHF | 126,059 CHF | 99.16% | 99.16% |
08/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,976 CHF | 124,992 CHF | 99.16% | 99.16% |
07/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 399,251 CHF | 135,084 CHF | 98.26% | 98.26% |