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 | 1.83% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,485 CHF | 110,495 CHF | 99.39% | 99.39% |
19/11/2024 | 1.76% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,686 CHF | 114,562 CHF | 98.89% | 98.89% |
18/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,894 CHF | 114,965 CHF | 99.35% | 99.35% |
15/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 350,792 CHF | 118,931 CHF | 99.39% | 99.39% |
14/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 362,567 CHF | 122,856 CHF | 96.79% | 96.79% |
13/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,181 CHF | 112,727 CHF | 99.35% | 99.35% |
12/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,050 CHF | 113,683 CHF | 93.13% | 93.13% |
11/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,975 CHF | 116,658 CHF | 99.37% | 99.37% |
08/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,133 CHF | 115,378 CHF | 98.70% | 98.70% |
07/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 348,101 CHF | 118,034 CHF | 98.62% | 98.62% |