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 | 2.34% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,782 CHF | 86,594 CHF | 98.94% | 98.94% |
19/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,483 CHF | 85,828 CHF | 95.76% | 95.76% |
18/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 498,842 | 166,281 | 268,322 CHF | 91,104 CHF | 96.93% | 96.93% |
15/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,696 CHF | 89,066 CHF | 94.93% | 94.93% |
14/11/2024 | 1.53% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,877 CHF | 99,126 CHF | 98.41% | 98.41% |
13/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,679 CHF | 90,226 CHF | 98.32% | 98.32% |
12/11/2024 | 2.00% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 297,818 CHF | 101,273 CHF | 98.35% | 98.35% |
11/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,300 CHF | 87,600 CHF | 98.73% | 98.73% |
08/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 567,997 | 189,332 | 307,980 CHF | 104,553 CHF | 97.71% | 97.71% |
07/11/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,673 CHF | 117,224 CHF | 98.14% | 98.14% |