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 | 1.51% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 319,259 | 106,420 | 210,061 CHF | 71,085 CHF | 98.79% | 98.79% |
19/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 443,916 | 147,972 | 275,170 CHF | 93,203 CHF | 96.62% | 96.62% |
18/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,551 CHF | 94,350 CHF | 96.68% | 96.68% |
15/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 443,204 | 147,735 | 272,421 CHF | 92,285 CHF | 95.45% | 95.45% |
14/11/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,719 CHF | 88,740 CHF | 98.42% | 98.42% |
13/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,221 CHF | 88,574 CHF | 98.16% | 98.16% |
12/11/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 413,148 | 137,716 | 258,102 CHF | 87,411 CHF | 98.94% | 98.94% |
11/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,534 CHF | 70,845 CHF | 97.87% | 97.87% |
08/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 447,141 | 149,047 | 274,277 CHF | 92,916 CHF | 98.84% | 98.84% |
07/11/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 415,876 | 138,625 | 255,098 CHF | 86,419 CHF | 98.22% | 98.22% |