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 | 1.75% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,645 CHF | 57,549 CHF | 98.58% | 98.58% |
19/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 415,188 | 138,396 | 218,652 CHF | 74,268 CHF | 96.40% | 96.40% |
18/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 400,642 | 133,547 | 211,230 CHF | 71,746 CHF | 96.89% | 96.89% |
15/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 416,033 | 138,678 | 218,510 CHF | 74,223 CHF | 95.38% | 95.38% |
14/11/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 447,215 | 149,072 | 222,518 CHF | 75,664 CHF | 98.43% | 98.43% |
13/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,717 CHF | 76,072 CHF | 98.30% | 98.30% |
12/11/2024 | 1.83% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 349,000 | 116,333 | 188,751 CHF | 64,080 CHF | 98.94% | 98.94% |
11/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,004 CHF | 62,668 CHF | 97.88% | 97.88% |
08/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 427,427 | 142,476 | 225,765 CHF | 76,680 CHF | 98.85% | 98.85% |
07/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 393,614 | 131,205 | 207,776 CHF | 70,571 CHF | 98.27% | 98.27% |