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 | 1.88% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 461,141 | 153,714 | 243,382 CHF | 82,665 CHF | 99.37% | 99.37% |
19/11/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 593,418 | 197,806 | 288,557 CHF | 98,164 CHF | 99.37% | 99.37% |
18/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 566,133 | 188,711 | 280,645 CHF | 95,436 CHF | 99.26% | 99.26% |
15/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 486,991 | 162,330 | 253,419 CHF | 86,096 CHF | 99.38% | 99.38% |
14/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 542,565 | 180,855 | 278,768 CHF | 94,731 CHF | 99.36% | 99.36% |
13/11/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 578,312 | 192,771 | 293,174 CHF | 99,652 CHF | 99.37% | 99.37% |
12/11/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 494,989 | 164,996 | 259,473 CHF | 88,141 CHF | 99.38% | 99.38% |
11/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,302 CHF | 85,268 CHF | 99.37% | 99.37% |
08/11/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,480 CHF | 84,993 CHF | 99.37% | 99.37% |
07/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,884 CHF | 80,795 CHF | 98.38% | 98.38% |