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 | 3.72% | 0.25 CHF | 0.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 132,255 CHF | 27,451 CHF | 99.27% | 99.27% |
19/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 113,046 CHF | 23,609 CHF | 99.27% | 99.27% |
18/11/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 125,307 CHF | 26,062 CHF | 99.27% | 99.27% |
15/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 112,818 CHF | 23,564 CHF | 99.27% | 99.27% |
14/11/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 106,782 CHF | 22,356 CHF | 99.27% | 99.27% |
13/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 104,565 CHF | 21,913 CHF | 99.27% | 99.27% |
12/11/2024 | 4.17% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 118,092 CHF | 24,618 CHF | 99.25% | 99.25% |
11/11/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 163,430 CHF | 33,686 CHF | 99.27% | 99.27% |
08/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 160,476 CHF | 33,095 CHF | 99.25% | 99.25% |
07/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 135,000 CHF | 28,000 CHF | 1.12% | 1.12% |