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 | 1.48% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 402,580 CHF | 136,193 CHF | 97.66% | 97.66% |
19/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 418,173 CHF | 141,391 CHF | 95.53% | 95.53% |
18/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,998 CHF | 147,999 CHF | 96.27% | 96.27% |
15/11/2024 | 1.37% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 434,664 CHF | 146,888 CHF | 96.44% | 96.44% |
14/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 430,809 CHF | 145,603 CHF | 96.89% | 96.89% |
13/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 439,325 CHF | 148,442 CHF | 97.79% | 97.79% |
12/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 460,574 CHF | 155,525 CHF | 97.95% | 97.95% |
11/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 472,172 CHF | 159,391 CHF | 98.43% | 98.43% |
08/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,426 CHF | 167,809 CHF | 96.32% | 96.32% |
07/11/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 508,849 CHF | 171,616 CHF | 98.04% | 98.04% |