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 | 2.21% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,501 CHF | 68,667 CHF | 97.87% | 97.87% |
19/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,937 CHF | 66,812 CHF | 90.42% | 90.42% |
18/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,447 CHF | 68,649 CHF | 94.74% | 94.74% |
15/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,548 CHF | 65,683 CHF | 97.47% | 97.47% |
14/11/2024 | 2.59% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,131 CHF | 58,877 CHF | 97.96% | 97.96% |
13/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,570 CHF | 55,690 CHF | 96.25% | 96.25% |
12/11/2024 | 2.30% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,507 CHF | 66,002 CHF | 94.77% | 94.77% |
11/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,348 CHF | 63,949 CHF | 98.75% | 98.75% |
08/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,507 CHF | 61,669 CHF | 98.45% | 98.45% |
07/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,549 CHF | 75,016 CHF | 98.21% | 98.21% |