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 | 1.55% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,440 CHF | 129,813 CHF | 98.87% | 98.87% |
19/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 356,611 CHF | 120,870 CHF | 98.57% | 98.57% |
18/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,627 CHF | 114,876 CHF | 97.65% | 97.65% |
15/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,600 CHF | 114,533 CHF | 97.98% | 97.98% |
14/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,954 CHF | 115,985 CHF | 97.30% | 97.30% |
13/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,386 CHF | 109,129 CHF | 98.89% | 98.89% |
12/11/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 422,738 CHF | 142,913 CHF | 97.94% | 97.94% |
11/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,212 CHF | 137,404 CHF | 98.82% | 98.82% |
08/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,764 CHF | 147,921 CHF | 98.77% | 98.77% |
07/11/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 442,834 CHF | 149,611 CHF | 97.61% | 97.61% |