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 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,727 CHF | 106,242 CHF | 99.00% | 99.00% |
19/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,435 CHF | 106,145 CHF | 99.44% | 99.44% |
18/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,747 CHF | 108,582 CHF | 97.66% | 97.66% |
15/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 332,036 CHF | 112,679 CHF | 99.44% | 99.44% |
14/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,713 CHF | 113,238 CHF | 99.09% | 99.09% |
13/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,983 CHF | 113,994 CHF | 96.76% | 96.76% |
12/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,887 CHF | 113,962 CHF | 96.35% | 96.35% |
11/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,739 CHF | 110,580 CHF | 98.66% | 98.66% |
08/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 342,803 CHF | 116,268 CHF | 90.61% | 90.61% |
07/11/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,394 CHF | 121,131 CHF | 98.67% | 98.67% |