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 | 1.46% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 406,844 CHF | 137,615 CHF | 99.38% | 99.38% |
19/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 603,071 | 201,024 | 323,223 CHF | 109,751 CHF | 99.38% | 99.38% |
18/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 337,546 CHF | 114,515 CHF | 99.38% | 99.38% |
15/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,687 CHF | 119,562 CHF | 98.91% | 98.91% |
14/11/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,740 CHF | 124,913 CHF | 99.38% | 99.38% |
13/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,176 CHF | 111,392 CHF | 99.38% | 99.38% |
12/11/2024 | 1.69% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,594 CHF | 119,531 CHF | 99.16% | 99.16% |
11/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 375,539 CHF | 127,180 CHF | 99.38% | 99.38% |
08/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 381,612 CHF | 129,204 CHF | 99.37% | 99.37% |
07/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 389,969 CHF | 131,990 CHF | 98.59% | 98.59% |