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 | 1.90% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,299 CHF | 53,100 CHF | 88.89% | 88.89% |
19/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,129 | 100,043 | 148,512 CHF | 50,504 CHF | 95.10% | 95.10% |
18/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,323 CHF | 54,441 CHF | 94.41% | 94.41% |
15/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,100 CHF | 54,367 CHF | 93.20% | 93.20% |
14/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,577 CHF | 51,526 CHF | 97.47% | 97.47% |
13/11/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 309,813 | 103,271 | 162,365 CHF | 55,154 CHF | 98.68% | 98.68% |
12/11/2024 | 1.90% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 318,766 | 106,255 | 165,776 CHF | 56,321 CHF | 95.23% | 95.23% |
11/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,930 CHF | 60,643 CHF | 95.46% | 95.46% |
08/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,612 CHF | 57,204 CHF | 96.56% | 96.56% |
07/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,019 CHF | 61,340 CHF | 97.47% | 97.47% |