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 | 1.81% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,797 CHF | 111,599 CHF | 98.92% | 98.92% |
19/11/2024 | 1.58% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 376,689 CHF | 127,563 CHF | 90.32% | 90.32% |
18/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 469,939 CHF | 158,646 CHF | 97.09% | 97.09% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 486,048 CHF | 164,016 CHF | 98.92% | 98.92% |
14/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 503,315 CHF | 169,772 CHF | 98.93% | 98.93% |
13/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 495,300 CHF | 167,100 CHF | 96.39% | 96.39% |
12/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 486,619 CHF | 164,206 CHF | 96.42% | 96.42% |
11/11/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 473,630 CHF | 159,877 CHF | 98.86% | 98.86% |
08/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 459,028 CHF | 155,009 CHF | 98.90% | 98.90% |
07/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,477 CHF | 146,492 CHF | 98.24% | 98.24% |