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 | 1.22% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,806 CHF | 165,269 CHF | 99.35% | 99.35% |
19/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 485,538 CHF | 163,846 CHF | 96.68% | 96.68% |
18/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 502,111 CHF | 169,370 CHF | 97.34% | 97.34% |
15/11/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 429,322 CHF | 145,107 CHF | 96.50% | 96.50% |
14/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,584 CHF | 131,861 CHF | 99.32% | 99.32% |
13/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 492,499 CHF | 166,166 CHF | 98.83% | 98.83% |
12/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 464,581 CHF | 156,860 CHF | 99.37% | 99.37% |
11/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 475,686 CHF | 160,562 CHF | 99.37% | 99.37% |
08/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 502,655 CHF | 169,552 CHF | 99.37% | 99.37% |
07/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 509,711 CHF | 171,904 CHF | 98.66% | 98.66% |