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 | 1.74% | 0.57 CHF | 0.58 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 285,013 CHF | 58,003 CHF | 99.27% | 99.27% |
19/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 290,749 CHF | 59,150 CHF | 99.27% | 99.27% |
18/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 271,240 CHF | 55,248 CHF | 99.27% | 99.27% |
15/11/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 247,080 CHF | 50,416 CHF | 99.27% | 99.27% |
14/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 224,314 CHF | 45,863 CHF | 99.27% | 99.27% |
13/11/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 224,026 CHF | 45,805 CHF | 99.27% | 99.27% |
12/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 204,470 CHF | 41,894 CHF | 99.25% | 99.25% |
11/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 189,901 CHF | 38,980 CHF | 99.27% | 99.27% |
08/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 208,140 CHF | 42,628 CHF | 99.26% | 99.26% |
07/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 235,000 CHF | 48,000 CHF | 1.12% | 1.12% |