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 | 1.28% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 465,060 CHF | 157,020 CHF | 99.33% | 99.33% |
19/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 479,615 CHF | 161,872 CHF | 98.91% | 98.91% |
18/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 524,581 CHF | 176,860 CHF | 98.63% | 98.63% |
15/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 535,676 CHF | 180,558 CHF | 99.35% | 99.35% |
14/11/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 560,828 CHF | 188,943 CHF | 98.36% | 98.36% |
13/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 538,068 CHF | 181,356 CHF | 99.35% | 99.35% |
12/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 532,487 CHF | 179,496 CHF | 99.37% | 99.37% |
11/11/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 490,714 CHF | 165,571 CHF | 98.63% | 98.63% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 459,042 CHF | 155,014 CHF | 99.35% | 99.35% |
07/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 469,466 CHF | 158,489 CHF | 97.76% | 97.76% |