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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.82% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 327,150 CHF | 111,050 CHF | 98.02% | 98.02% |
22/11/2024 | 2.32% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 736,918 | 245,639 | 314,920 CHF | 107,430 CHF | 98.44% | 98.44% |
20/11/2024 | 2.54% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 292,612 CHF | 100,037 CHF | 98.86% | 98.86% |
19/11/2024 | 2.94% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 252,808 CHF | 86,769 CHF | 88.35% | 88.35% |
18/11/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 210,026 CHF | 72,509 CHF | 97.18% | 97.18% |
15/11/2024 | 3.32% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 751,642 | 250,547 | 224,485 CHF | 77,334 CHF | 90.28% | 90.28% |
14/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,797 CHF | 107,599 CHF | 98.93% | 98.93% |
13/11/2024 | 2.40% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 719,172 | 239,724 | 295,808 CHF | 101,000 CHF | 99.03% | 99.03% |
12/11/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 738,011 | 246,004 | 317,513 CHF | 108,298 CHF | 99.33% | 99.33% |
11/11/2024 | 2.09% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 606,343 | 202,114 | 287,503 CHF | 97,856 CHF | 99.35% | 99.35% |