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 | 1.44% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 599,590 | 199,863 | 412,700 CHF | 139,565 CHF | 98.93% | 98.93% |
19/11/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 598,234 | 199,411 | 414,606 CHF | 140,196 CHF | 96.51% | 96.51% |
18/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 477,647 | 159,216 | 341,194 CHF | 115,324 CHF | 94.16% | 94.16% |
15/11/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 575,009 | 191,670 | 385,771 CHF | 130,507 CHF | 90.74% | 90.74% |
14/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 383,045 CHF | 129,682 CHF | 94.64% | 94.64% |
13/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 599,972 | 199,991 | 382,726 CHF | 129,575 CHF | 83.14% | 83.14% |
12/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,211 CHF | 116,737 CHF | 91.87% | 91.87% |
11/11/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,586 CHF | 105,862 CHF | 82.30% | 82.30% |
08/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,002 CHF | 111,334 CHF | 89.17% | 89.17% |
07/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 531,666 | 177,222 | 293,059 CHF | 99,459 CHF | 80.47% | 80.47% |