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 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,384 CHF | 74,295 CHF | 98.85% | 98.85% |
19/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,532 CHF | 71,677 CHF | 96.64% | 96.64% |
18/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,719 CHF | 73,740 CHF | 97.18% | 97.18% |
15/11/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,347 CHF | 76,949 CHF | 96.20% | 96.20% |
14/11/2024 | 1.52% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,530 CHF | 66,510 CHF | 99.28% | 99.28% |
13/11/2024 | 1.54% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,031 CHF | 65,677 CHF | 98.74% | 98.74% |
12/11/2024 | 1.48% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,640 CHF | 68,213 CHF | 99.34% | 99.34% |
11/11/2024 | 1.37% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,027 CHF | 73,676 CHF | 96.31% | 96.31% |
08/11/2024 | 1.82% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 414,334 | 138,111 | 225,054 CHF | 76,399 CHF | 96.76% | 96.76% |
07/11/2024 | 1.66% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 346,005 | 115,335 | 205,405 CHF | 69,622 CHF | 98.64% | 98.64% |