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 | 1.69% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,417 CHF | 89,639 CHF | 99.37% | 99.37% |
19/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,302 CHF | 83,601 CHF | 99.37% | 99.37% |
18/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,110 CHF | 84,870 CHF | 99.25% | 99.25% |
15/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,371 CHF | 88,291 CHF | 99.38% | 99.38% |
14/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,676 CHF | 87,725 CHF | 99.37% | 99.37% |
13/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,116 CHF | 86,539 CHF | 99.37% | 99.37% |
12/11/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,837 CHF | 89,112 CHF | 99.37% | 99.37% |
11/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,684 CHF | 95,062 CHF | 99.37% | 99.37% |
08/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,431 CHF | 91,977 CHF | 99.37% | 99.37% |
07/11/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,720 CHF | 89,407 CHF | 98.37% | 98.37% |