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 | 2.33% | 0.37 CHF | 0.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 212,341 CHF | 217,341 CHF | 99.54% | 99.54% |
19/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 213,795 CHF | 218,795 CHF | 99.56% | 99.56% |
18/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 255,912 CHF | 260,912 CHF | 99.58% | 99.58% |
15/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 240,816 CHF | 245,816 CHF | 98.92% | 98.92% |
14/11/2024 | 2.51% | 0.44 CHF | 0.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 198,112 CHF | 203,112 CHF | 98.73% | 98.73% |
13/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 163,165 CHF | 168,165 CHF | 96.69% | 96.69% |
12/11/2024 | 2.18% | 0.38 CHF | 0.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 228,355 CHF | 233,355 CHF | 99.56% | 99.56% |
11/11/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 220,343 CHF | 225,343 CHF | 99.57% | 99.57% |
08/11/2024 | 2.29% | 0.40 CHF | 0.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 216,639 CHF | 221,639 CHF | 99.52% | 99.52% |
07/11/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 269,411 CHF | 274,411 CHF | 99.24% | 99.24% |