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 | 1.67% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,116 CHF | 121,039 CHF | 98.92% | 98.92% |
19/11/2024 | 1.93% | 0.57 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,890 CHF | 104,963 CHF | 90.32% | 90.32% |
18/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,821 CHF | 74,607 CHF | 97.04% | 97.04% |
15/11/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,729 CHF | 69,910 CHF | 98.92% | 98.92% |
14/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,592 CHF | 63,864 CHF | 98.93% | 98.93% |
13/11/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,039 CHF | 66,680 CHF | 96.40% | 96.40% |
12/11/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,434 CHF | 69,478 CHF | 96.40% | 96.40% |
11/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,438 CHF | 74,146 CHF | 98.86% | 98.86% |
08/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 232,758 CHF | 79,586 CHF | 98.89% | 98.89% |
07/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,045 CHF | 89,015 CHF | 98.25% | 98.25% |