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 | 1.23% | 0.79 CHF | 0.80 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 405,707 CHF | 123,212 CHF | 99.38% | 99.38% |
19/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 398,460 CHF | 121,038 CHF | 99.37% | 99.37% |
18/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 396,056 CHF | 120,317 CHF | 99.25% | 99.25% |
15/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 388,377 CHF | 118,013 CHF | 99.38% | 99.38% |
14/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 372,606 CHF | 113,282 CHF | 99.38% | 99.38% |
13/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 358,076 CHF | 108,923 CHF | 99.36% | 99.36% |
12/11/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 356,724 CHF | 108,517 CHF | 99.37% | 99.37% |
11/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 373,417 CHF | 113,525 CHF | 99.38% | 99.38% |
08/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 353,565 CHF | 107,570 CHF | 99.37% | 99.37% |
07/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 373,667 CHF | 113,600 CHF | 98.38% | 98.38% |