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 | 1.49% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 200,624 CHF | 67,875 CHF | 99.36% | 99.36% |
22/11/2024 | 1.78% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,103 CHF | 57,034 CHF | 99.44% | 99.44% |
20/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,780 CHF | 46,593 CHF | 99.02% | 99.02% |
19/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,764 CHF | 45,588 CHF | 99.16% | 99.16% |
18/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,122 CHF | 42,707 CHF | 99.36% | 99.36% |
15/11/2024 | 2.77% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 330,022 | 110,007 | 117,253 CHF | 40,185 CHF | 99.39% | 99.39% |
14/11/2024 | 2.85% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 349,164 | 116,388 | 120,163 CHF | 41,218 CHF | 97.61% | 97.61% |
13/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,216 CHF | 49,905 CHF | 99.02% | 99.02% |
12/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 448,537 | 149,512 | 147,622 CHF | 50,703 CHF | 92.63% | 92.63% |
11/11/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,186 | 100,062 | 109,260 CHF | 37,421 CHF | 98.54% | 98.54% |