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 | 1.83% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,480 CHF | 110,493 CHF | 98.95% | 98.95% |
19/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,809 CHF | 107,936 CHF | 95.59% | 95.59% |
18/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 323,671 CHF | 109,890 CHF | 97.03% | 97.03% |
15/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,298 CHF | 111,766 CHF | 95.49% | 95.49% |
14/11/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 382,158 CHF | 129,386 CHF | 99.37% | 99.37% |
13/11/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,157 CHF | 128,052 CHF | 99.05% | 99.05% |
12/11/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,941 CHF | 131,314 CHF | 99.37% | 99.37% |
11/11/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 405,430 CHF | 137,143 CHF | 96.30% | 96.30% |
08/11/2024 | 1.76% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,318 CHF | 115,106 CHF | 96.75% | 96.75% |
07/11/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,041 CHF | 121,680 CHF | 98.65% | 98.65% |