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 | 1.41% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,598 CHF | 107,033 CHF | 97.34% | 97.34% |
19/11/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,479 CHF | 105,326 CHF | 87.56% | 87.56% |
18/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 435,538 | 145,180 | 323,165 CHF | 109,174 CHF | 96.20% | 96.20% |
15/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 434,296 | 144,765 | 324,837 CHF | 109,727 CHF | 96.67% | 96.67% |
14/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 303,280 | 101,093 | 235,814 CHF | 79,616 CHF | 90.92% | 90.92% |
13/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 362,323 | 120,774 | 277,663 CHF | 93,762 CHF | 84.01% | 84.01% |
12/11/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,425 CHF | 87,808 CHF | 99.35% | 99.35% |
11/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,999 CHF | 90,000 CHF | 96.68% | 96.68% |
08/11/2024 | 1.04% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,074 CHF | 97,025 CHF | 99.35% | 99.35% |
07/11/2024 | 0.88% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 338,540 CHF | 113,847 CHF | 69.12% | 69.12% |