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 | 1.77% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,749 CHF | 85,750 CHF | 99.27% | 99.27% |
19/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 224,831 CHF | 76,444 CHF | 88.72% | 88.72% |
18/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,191 CHF | 74,897 CHF | 97.51% | 97.51% |
15/11/2024 | 1.96% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,982 CHF | 77,494 CHF | 96.56% | 96.56% |
14/11/2024 | 1.68% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,377 CHF | 90,292 CHF | 99.30% | 99.30% |
13/11/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,498 CHF | 96,999 CHF | 99.23% | 99.23% |
12/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,679 CHF | 95,060 CHF | 99.27% | 99.27% |
11/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,499 CHF | 91,000 CHF | 99.20% | 99.20% |
08/11/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,384 CHF | 93,961 CHF | 99.23% | 99.23% |
07/11/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,668 CHF | 88,723 CHF | 98.65% | 98.65% |