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 | 1.81% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,107 CHF | 83,869 CHF | 99.37% | 99.37% |
19/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,005 CHF | 86,502 CHF | 99.37% | 99.37% |
18/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,940 CHF | 78,813 CHF | 99.22% | 99.22% |
15/11/2024 | 2.21% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,470 CHF | 68,657 CHF | 99.37% | 99.37% |
14/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,810 CHF | 59,437 CHF | 99.36% | 99.36% |
13/11/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,219 CHF | 59,573 CHF | 99.37% | 99.37% |
12/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,295 CHF | 52,265 CHF | 99.37% | 99.37% |
11/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 545,830 | 181,943 | 163,759 CHF | 56,406 CHF | 99.37% | 99.37% |
08/11/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,543 CHF | 53,348 CHF | 99.38% | 99.38% |
07/11/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,114 CHF | 58,538 CHF | 99.28% | 99.28% |