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 | 1.79% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,776 CHF | 84,425 CHF | 99.35% | 99.35% |
19/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,813 CHF | 78,104 CHF | 96.69% | 96.69% |
18/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,704 CHF | 80,735 CHF | 97.59% | 97.59% |
15/11/2024 | 1.82% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,688 CHF | 83,063 CHF | 96.40% | 96.40% |
14/11/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,103 CHF | 88,868 CHF | 99.30% | 99.30% |
13/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,010 CHF | 89,837 CHF | 98.75% | 98.75% |
12/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,457 CHF | 91,986 CHF | 99.37% | 99.37% |
11/11/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,530 CHF | 95,677 CHF | 99.32% | 99.32% |
08/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,514 CHF | 96,338 CHF | 99.34% | 99.34% |
07/11/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 291,254 CHF | 98,585 CHF | 98.63% | 98.63% |