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 | 1.43% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,331 CHF | 70,444 CHF | 97.84% | 97.84% |
19/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,475 CHF | 67,492 CHF | 94.32% | 94.32% |
18/11/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,849 CHF | 64,283 CHF | 94.56% | 94.56% |
15/11/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,820 CHF | 65,273 CHF | 96.42% | 96.42% |
14/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,639 CHF | 65,880 CHF | 97.73% | 97.73% |
13/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,862 CHF | 64,621 CHF | 94.88% | 94.88% |
12/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,117 CHF | 60,706 CHF | 96.31% | 96.31% |
11/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 174,048 CHF | 59,016 CHF | 97.78% | 97.78% |
08/11/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,811 CHF | 54,937 CHF | 92.34% | 92.34% |
07/11/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,465 CHF | 53,155 CHF | 98.20% | 98.20% |