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 | 1.40% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,194 CHF | 108,231 CHF | 99.32% | 99.32% |
22/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,976 CHF | 121,492 CHF | 98.59% | 98.59% |
20/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,059 CHF | 128,520 CHF | 98.92% | 98.92% |
19/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 370,148 CHF | 124,883 CHF | 88.74% | 88.74% |
18/11/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 350,685 CHF | 118,395 CHF | 96.52% | 96.52% |
15/11/2024 | 1.34% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,869 CHF | 112,790 CHF | 91.64% | 91.64% |
14/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,818 CHF | 104,106 CHF | 99.31% | 99.31% |
13/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,588 CHF | 105,029 CHF | 98.68% | 98.68% |
12/11/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,276 CHF | 97,592 CHF | 99.33% | 99.33% |
11/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 263,063 CHF | 89,188 CHF | 99.34% | 99.34% |