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 | 1.32% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,032 CHF | 114,844 CHF | 99.27% | 99.27% |
19/11/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,827 CHF | 103,776 CHF | 88.73% | 88.73% |
18/11/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,345 CHF | 101,615 CHF | 97.57% | 97.57% |
15/11/2024 | 1.44% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 309,627 CHF | 104,709 CHF | 96.38% | 96.38% |
14/11/2024 | 1.26% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,606 CHF | 120,035 CHF | 99.26% | 99.26% |
13/11/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 330,652 | 110,217 | 277,717 CHF | 93,675 CHF | 99.23% | 99.23% |
12/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 385,960 | 128,653 | 318,225 CHF | 107,361 CHF | 99.26% | 99.26% |
11/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 443,673 | 147,891 | 352,918 CHF | 119,118 CHF | 98.00% | 98.00% |
08/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 395,250 | 131,750 | 321,904 CHF | 108,619 CHF | 99.19% | 99.19% |
07/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,342 CHF | 117,614 CHF | 98.50% | 98.50% |