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 | 2.35% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,519 CHF | 64,673 CHF | 98.75% | 98.75% |
19/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,014 CHF | 69,505 CHF | 99.19% | 99.19% |
18/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,753 CHF | 66,751 CHF | 96.27% | 96.27% |
15/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,634 CHF | 68,378 CHF | 99.20% | 99.20% |
14/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,822 CHF | 70,441 CHF | 98.43% | 98.43% |
13/11/2024 | 2.18% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 204,164 CHF | 69,555 CHF | 96.58% | 96.58% |
12/11/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,486 CHF | 63,329 CHF | 96.67% | 96.67% |
11/11/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,542 CHF | 61,014 CHF | 98.80% | 98.80% |
08/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,427 CHF | 61,976 CHF | 99.06% | 99.06% |
07/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,288 CHF | 58,929 CHF | 98.63% | 98.63% |