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 | 1.62% | 0.58 CHF | 0.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,363 CHF | 62,121 CHF | 99.37% | 99.37% |
19/11/2024 | 1.61% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,162 CHF | 63,054 CHF | 96.93% | 96.93% |
18/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,850 CHF | 71,950 CHF | 95.32% | 95.32% |
15/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,379 CHF | 72,793 CHF | 99.38% | 99.38% |
14/11/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,092 CHF | 66,364 CHF | 99.37% | 99.37% |
13/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,084 CHF | 68,028 CHF | 92.32% | 92.32% |
12/11/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,421 CHF | 72,141 CHF | 96.98% | 96.98% |
11/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,412 CHF | 68,804 CHF | 97.54% | 97.54% |
08/11/2024 | 1.38% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,613 CHF | 73,205 CHF | 93.15% | 93.15% |
07/11/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,266 CHF | 76,755 CHF | 98.70% | 98.70% |