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 | 1.31% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,032 CHF | 115,511 CHF | 99.17% | 99.17% |
19/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,894 CHF | 114,131 CHF | 99.16% | 99.16% |
18/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,562 CHF | 105,354 CHF | 99.22% | 99.22% |
15/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,662 CHF | 105,721 CHF | 99.17% | 99.17% |
14/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 312,178 CHF | 105,559 CHF | 99.15% | 99.15% |
13/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,568 CHF | 101,356 CHF | 99.16% | 99.16% |
12/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,954 CHF | 106,485 CHF | 99.16% | 99.16% |
11/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,753 CHF | 102,418 CHF | 99.16% | 99.16% |
08/11/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,153 CHF | 94,218 CHF | 99.17% | 99.17% |
07/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,294 CHF | 93,265 CHF | 98.18% | 98.18% |