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 | 1.99% | 0.51 CHF | 0.52 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 372,558 CHF | 76,012 CHF | 99.38% | 99.38% |
19/11/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 283,319 CHF | 58,164 CHF | 99.38% | 99.38% |
18/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 301,220 CHF | 61,744 CHF | 99.37% | 99.37% |
15/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 316,037 CHF | 64,707 CHF | 98.91% | 98.91% |
14/11/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 331,633 CHF | 67,827 CHF | 99.38% | 99.38% |
13/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 290,514 CHF | 59,603 CHF | 99.38% | 99.38% |
12/11/2024 | 2.35% | 0.38 CHF | 0.39 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 316,205 CHF | 64,741 CHF | 99.16% | 99.16% |
11/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 340,467 CHF | 69,593 CHF | 99.38% | 99.38% |
08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 345,062 CHF | 70,513 CHF | 99.37% | 99.37% |
07/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 356,491 CHF | 72,798 CHF | 98.58% | 98.58% |