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 | 1.84% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,867 CHF | 109,622 CHF | 98.92% | 98.92% |
19/11/2024 | 2.17% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 274,664 CHF | 93,555 CHF | 90.32% | 90.32% |
18/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,537 CHF | 63,179 CHF | 97.09% | 97.09% |
15/11/2024 | 3.48% | 0.28 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,475 CHF | 58,492 CHF | 98.92% | 98.92% |
14/11/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,368 CHF | 52,456 CHF | 98.94% | 98.94% |
13/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,821 CHF | 55,274 CHF | 96.45% | 96.45% |
12/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,057 CHF | 58,019 CHF | 96.52% | 96.52% |
11/11/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,170 CHF | 62,723 CHF | 98.85% | 98.85% |
08/11/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,482 CHF | 68,161 CHF | 98.89% | 98.89% |
07/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,608 CHF | 77,536 CHF | 98.24% | 98.24% |