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 | 1.73% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,173 CHF | 116,724 CHF | 99.42% | 99.42% |
19/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,239 CHF | 121,746 CHF | 96.72% | 96.72% |
18/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,416 CHF | 112,805 CHF | 97.71% | 97.71% |
15/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,117 CHF | 111,372 CHF | 96.59% | 96.59% |
14/11/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,310 CHF | 117,437 CHF | 99.38% | 99.38% |
13/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 367,655 CHF | 124,552 CHF | 99.38% | 99.38% |
12/11/2024 | 1.74% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,094 CHF | 116,365 CHF | 99.36% | 99.36% |
11/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,373 CHF | 97,791 CHF | 99.33% | 99.33% |
08/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,131 CHF | 99,710 CHF | 99.32% | 99.32% |
07/11/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,324 CHF | 87,441 CHF | 98.69% | 98.69% |