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 | 1.83% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,106 CHF | 55,369 CHF | 99.37% | 99.37% |
19/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,369 CHF | 55,790 CHF | 99.37% | 99.37% |
18/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 169,141 CHF | 57,380 CHF | 99.23% | 99.23% |
15/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 182,222 CHF | 61,741 CHF | 99.37% | 99.37% |
14/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,613 CHF | 63,204 CHF | 99.37% | 99.37% |
13/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 184,360 CHF | 62,453 CHF | 99.36% | 99.36% |
12/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,335 CHF | 64,778 CHF | 99.37% | 99.37% |
11/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,331 CHF | 69,110 CHF | 99.38% | 99.38% |
08/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,011 CHF | 68,337 CHF | 99.38% | 99.38% |
07/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,745 CHF | 69,915 CHF | 99.28% | 99.28% |