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 | 1.67% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 356,593 CHF | 120,864 CHF | 98.85% | 98.85% |
19/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,631 CHF | 113,210 CHF | 95.76% | 95.76% |
18/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 367,541 CHF | 124,514 CHF | 97.07% | 97.07% |
15/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,068 CHF | 122,023 CHF | 94.84% | 94.84% |
14/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,714 CHF | 114,905 CHF | 98.74% | 98.74% |
13/11/2024 | 1.82% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 327,865 CHF | 111,288 CHF | 98.42% | 98.42% |
12/11/2024 | 1.68% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,990 CHF | 120,330 CHF | 98.91% | 98.91% |
11/11/2024 | 1.70% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 349,882 CHF | 118,627 CHF | 98.93% | 98.93% |
08/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,432 CHF | 108,144 CHF | 97.32% | 97.32% |
07/11/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,592 CHF | 131,197 CHF | 98.20% | 98.20% |