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 | 1.47% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,744 CHF | 103,081 CHF | 99.27% | 99.27% |
19/11/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,641 CHF | 94,047 CHF | 88.76% | 88.76% |
18/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,764 CHF | 93,088 CHF | 97.51% | 97.51% |
15/11/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,384 CHF | 94,961 CHF | 96.39% | 96.39% |
14/11/2024 | 1.41% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,774 CHF | 107,091 CHF | 99.26% | 99.26% |
13/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,296 CHF | 113,599 CHF | 99.22% | 99.22% |
12/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,684 CHF | 111,395 CHF | 99.27% | 99.27% |
11/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,484 CHF | 107,328 CHF | 99.24% | 99.24% |
08/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,784 CHF | 109,761 CHF | 99.17% | 99.17% |
07/11/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,774 CHF | 105,425 CHF | 98.60% | 98.60% |