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 | 1.54% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,838 CHF | 130,946 CHF | 97.75% | 97.75% |
19/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 402,362 CHF | 136,121 CHF | 93.69% | 93.69% |
18/11/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 422,817 CHF | 142,939 CHF | 96.43% | 96.43% |
15/11/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,712 CHF | 141,904 CHF | 96.45% | 96.45% |
14/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 415,324 CHF | 140,441 CHF | 97.05% | 97.05% |
13/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 423,877 CHF | 143,292 CHF | 97.76% | 97.76% |
12/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 445,793 CHF | 150,598 CHF | 98.85% | 98.85% |
11/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 457,729 CHF | 154,576 CHF | 98.64% | 98.64% |
08/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,835 CHF | 162,945 CHF | 98.29% | 98.29% |
07/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 496,139 CHF | 167,380 CHF | 98.24% | 98.24% |