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 | 1.59% | 0.64 CHF | 0.65 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 374,724 CHF | 63,454 CHF | 99.38% | 99.38% |
19/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 285,048 CHF | 48,508 CHF | 99.38% | 99.38% |
18/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 303,320 CHF | 51,553 CHF | 99.38% | 99.38% |
15/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 317,715 CHF | 53,953 CHF | 98.91% | 98.91% |
14/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 334,096 CHF | 56,683 CHF | 99.38% | 99.38% |
13/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 293,596 CHF | 49,933 CHF | 99.38% | 99.38% |
12/11/2024 | 1.87% | 0.48 CHF | 0.49 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 318,920 CHF | 54,153 CHF | 99.16% | 99.16% |
11/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 341,061 CHF | 57,844 CHF | 99.38% | 99.38% |
08/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 346,089 CHF | 58,682 CHF | 99.38% | 99.38% |
07/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 600,000 | 100,000 | 600,000 | 100,000 | 355,647 CHF | 60,274 CHF | 98.58% | 98.58% |