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 | 1.67% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 178,085 CHF | 60,362 CHF | 99.38% | 99.38% |
19/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,953 CHF | 62,985 CHF | 99.38% | 99.38% |
18/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,896 CHF | 62,632 CHF | 99.37% | 99.37% |
15/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 185,287 CHF | 62,762 CHF | 99.36% | 99.36% |
14/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,260 CHF | 64,753 CHF | 99.37% | 99.37% |
13/11/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 195,694 CHF | 66,231 CHF | 99.37% | 99.37% |
12/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,614 CHF | 61,538 CHF | 99.15% | 99.15% |
11/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,647 CHF | 57,216 CHF | 99.38% | 99.38% |
08/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 171,182 CHF | 58,061 CHF | 99.38% | 99.38% |
07/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,248 CHF | 56,083 CHF | 98.58% | 98.58% |