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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,712 CHF | 56,571 CHF | 99.22% | 99.22% |
20/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,124 CHF | 56,708 CHF | 99.07% | 99.07% |
19/11/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,117 CHF | 60,706 CHF | 98.92% | 98.92% |
18/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,071 CHF | 54,690 CHF | 97.16% | 97.16% |
15/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,824 CHF | 55,941 CHF | 99.45% | 99.45% |
14/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 198,628 CHF | 67,210 CHF | 99.44% | 99.44% |
13/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,382 CHF | 78,794 CHF | 96.95% | 96.95% |
12/11/2024 | 1.45% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,663 CHF | 69,554 CHF | 96.78% | 96.78% |
11/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 172,467 CHF | 58,489 CHF | 98.57% | 98.57% |
08/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,224 CHF | 59,075 CHF | 93.39% | 93.39% |