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 | 1.25% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 417,651 | 139,217 | 332,748 CHF | 112,308 CHF | 88.86% | 88.86% |
19/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 427,420 | 142,473 | 328,850 CHF | 111,042 CHF | 95.06% | 95.06% |
18/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 342,380 | 114,127 | 276,299 CHF | 93,241 CHF | 94.44% | 94.44% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 411,117 | 137,039 | 330,989 CHF | 111,700 CHF | 93.24% | 93.24% |
14/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,807 CHF | 118,436 CHF | 97.44% | 97.44% |
13/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 444,527 | 148,176 | 354,974 CHF | 119,806 CHF | 98.68% | 98.68% |
12/11/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,626 CHF | 121,042 CHF | 95.22% | 95.22% |
11/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,832 CHF | 87,944 CHF | 95.33% | 95.33% |
08/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 437,261 | 145,754 | 365,746 CHF | 123,373 CHF | 96.52% | 96.52% |
07/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 365,970 | 121,990 | 319,490 CHF | 107,717 CHF | 97.49% | 97.49% |