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 | 2.06% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,995 CHF | 98,332 CHF | 99.56% | 99.56% |
19/11/2024 | 1.96% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,464 CHF | 103,155 CHF | 98.73% | 98.73% |
18/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,140 CHF | 96,047 CHF | 99.22% | 99.22% |
15/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,429 CHF | 98,143 CHF | 99.42% | 99.42% |
14/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,974 CHF | 111,658 CHF | 97.59% | 97.59% |
13/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 371,017 CHF | 125,672 CHF | 99.38% | 99.38% |
12/11/2024 | 1.77% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,376 CHF | 114,459 CHF | 96.13% | 96.13% |
11/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 295,968 CHF | 100,656 CHF | 99.06% | 99.06% |
08/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,394 CHF | 101,465 CHF | 99.14% | 99.14% |
07/11/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,094 CHF | 91,698 CHF | 98.60% | 98.60% |