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 | 1.70% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,711 CHF | 89,404 CHF | 99.25% | 99.25% |
19/11/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,824 CHF | 78,775 CHF | 88.74% | 88.74% |
18/11/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,698 CHF | 76,066 CHF | 97.55% | 97.55% |
15/11/2024 | 1.92% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,993 CHF | 79,164 CHF | 96.45% | 96.45% |
14/11/2024 | 1.60% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 358,907 | 119,636 | 221,822 CHF | 75,137 CHF | 99.25% | 99.25% |
13/11/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 303,079 | 101,026 | 204,735 CHF | 69,255 CHF | 99.28% | 99.28% |
12/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,715 CHF | 66,905 CHF | 99.28% | 99.28% |
11/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 364,732 | 121,577 | 228,294 CHF | 77,314 CHF | 99.20% | 99.20% |
08/11/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 316,240 | 105,413 | 205,829 CHF | 69,664 CHF | 99.24% | 99.24% |
07/11/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,047 CHF | 92,849 CHF | 98.59% | 98.59% |