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 | 1.76% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,629 CHF | 114,543 CHF | 88.20% | 88.20% |
19/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,835 CHF | 108,278 CHF | 88.27% | 88.27% |
18/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 327,792 CHF | 111,264 CHF | 89.52% | 89.52% |
15/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,413 CHF | 121,138 CHF | 93.34% | 93.34% |
14/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,944 CHF | 122,315 CHF | 90.30% | 90.30% |
13/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 358,839 CHF | 121,613 CHF | 96.16% | 96.16% |
12/11/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 374,051 CHF | 126,684 CHF | 94.50% | 94.50% |
11/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,121 CHF | 141,707 CHF | 92.96% | 92.96% |
08/11/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 380,636 CHF | 128,879 CHF | 95.77% | 95.77% |
07/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 392,639 CHF | 132,880 CHF | 95.20% | 95.20% |