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 | 1.15% | 0.86 CHF | 0.87 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 432,630 CHF | 131,289 CHF | 99.37% | 99.37% |
19/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 425,043 CHF | 129,013 CHF | 99.37% | 99.37% |
18/11/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 402,224 CHF | 122,167 CHF | 99.26% | 99.26% |
15/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 374,899 CHF | 113,970 CHF | 99.38% | 99.38% |
14/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 354,643 CHF | 107,893 CHF | 99.36% | 99.36% |
13/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 365,540 CHF | 111,162 CHF | 99.37% | 99.37% |
12/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 372,361 CHF | 113,208 CHF | 99.38% | 99.38% |
11/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 395,839 CHF | 120,252 CHF | 99.37% | 99.37% |
08/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 333,765 CHF | 101,630 CHF | 99.37% | 99.37% |
07/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 500,000 | 150,000 | 499,828 | 150,000 | 337,690 CHF | 102,841 CHF | 98.38% | 98.38% |