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 | 1.46% | 0.70 CHF | 0.71 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 407,834 CHF | 68,972 CHF | 99.38% | 99.38% |
19/11/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 600,000 | 100,000 | 629,119 | 100,000 | 333,134 CHF | 54,049 CHF | 99.38% | 99.38% |
18/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 335,196 CHF | 56,866 CHF | 99.37% | 99.37% |
15/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 348,854 CHF | 59,142 CHF | 98.92% | 98.92% |
14/11/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 364,089 CHF | 61,682 CHF | 99.38% | 99.38% |
13/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 325,152 CHF | 55,192 CHF | 99.38% | 99.38% |
12/11/2024 | 1.70% | 0.54 CHF | 0.55 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 349,376 CHF | 59,229 CHF | 99.16% | 99.16% |
11/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 370,868 CHF | 62,811 CHF | 99.38% | 99.38% |
08/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 376,063 CHF | 63,677 CHF | 99.37% | 99.37% |
07/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 383,960 CHF | 64,993 CHF | 98.59% | 98.59% |