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 | 1.94% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,557 CHF | 104,186 CHF | 97.67% | 97.67% |
19/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,353 CHF | 108,784 CHF | 94.47% | 94.47% |
18/11/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 338,551 CHF | 114,850 CHF | 96.26% | 96.26% |
15/11/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,604 CHF | 113,868 CHF | 96.43% | 96.43% |
14/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,292 CHF | 112,764 CHF | 96.94% | 96.94% |
13/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,787 CHF | 115,596 CHF | 97.85% | 97.85% |
12/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 360,888 CHF | 122,296 CHF | 98.40% | 98.40% |
11/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 372,194 CHF | 126,065 CHF | 98.43% | 98.43% |
08/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 396,088 CHF | 134,029 CHF | 96.32% | 96.32% |
07/11/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 405,554 CHF | 137,185 CHF | 98.03% | 98.03% |