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 | 1.64% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 272,271 CHF | 92,257 CHF | 99.37% | 99.37% |
19/11/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,305 CHF | 85,935 CHF | 99.37% | 99.37% |
18/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 258,687 CHF | 87,729 CHF | 99.25% | 99.25% |
15/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 268,532 CHF | 91,011 CHF | 99.38% | 99.38% |
14/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,369 CHF | 89,956 CHF | 99.36% | 99.36% |
13/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,432 CHF | 88,311 CHF | 99.37% | 99.37% |
12/11/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,043 CHF | 91,514 CHF | 99.37% | 99.37% |
11/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,529 CHF | 97,343 CHF | 99.37% | 99.37% |
08/11/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,245 CHF | 94,915 CHF | 99.37% | 99.37% |
07/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,099 CHF | 91,533 CHF | 98.37% | 98.37% |