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 | 1.85% | 0.55 CHF | 0.56 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 403,028 CHF | 54,737 CHF | 99.38% | 99.38% |
19/11/2024 | 2.36% | 0.44 CHF | 0.45 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 314,744 CHF | 42,966 CHF | 99.38% | 99.38% |
18/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 332,130 CHF | 45,284 CHF | 99.38% | 99.38% |
15/11/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 346,916 CHF | 47,255 CHF | 98.91% | 98.91% |
14/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 362,551 CHF | 49,340 CHF | 99.38% | 99.38% |
13/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 322,945 CHF | 44,059 CHF | 99.38% | 99.38% |
12/11/2024 | 2.13% | 0.42 CHF | 0.43 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 348,836 CHF | 47,512 CHF | 99.13% | 99.13% |
11/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 370,467 CHF | 50,396 CHF | 99.38% | 99.38% |
08/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 375,172 CHF | 51,023 CHF | 99.37% | 99.37% |
07/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 386,492 CHF | 52,532 CHF | 98.58% | 98.58% |