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 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 446,461 CHF | 150,820 CHF | 99.37% | 99.37% |
19/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,989 CHF | 146,663 CHF | 99.07% | 99.07% |
18/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 437,930 CHF | 147,977 CHF | 97.19% | 97.19% |
15/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 429,157 CHF | 145,052 CHF | 99.37% | 99.37% |
14/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,275 CHF | 141,758 CHF | 99.37% | 99.37% |
13/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 441,084 CHF | 149,028 CHF | 96.96% | 96.96% |
12/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 438,983 CHF | 148,328 CHF | 96.92% | 96.92% |
11/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 428,446 CHF | 144,815 CHF | 98.72% | 98.72% |
08/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 427,589 CHF | 144,530 CHF | 93.14% | 93.14% |
07/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 425,040 CHF | 143,680 CHF | 98.68% | 98.68% |