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 | 3.60% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 249,999 | 99,996 | 68,273 CHF | 28,308 CHF | 99.38% | 99.38% |
19/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 250,000 | 100,000 | 249,990 | 99,968 | 67,357 CHF | 27,935 CHF | 99.38% | 99.38% |
18/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 86,083 CHF | 35,433 CHF | 99.38% | 99.38% |
15/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 90,703 CHF | 37,281 CHF | 99.37% | 99.37% |
14/11/2024 | 2.33% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 105,956 CHF | 43,383 CHF | 99.38% | 99.38% |
13/11/2024 | 2.12% | 0.44 CHF | 0.45 CHF | 250,000 | 85,000 | 250,000 | 99,997 | 116,755 CHF | 47,701 CHF | 99.04% | 99.04% |
12/11/2024 | 1.86% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 133,155 CHF | 54,262 CHF | 99.11% | 99.11% |
11/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 249,988 | 100,000 | 130,920 CHF | 53,371 CHF | 99.38% | 99.38% |
08/11/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 249,997 | 100,000 | 107,186 CHF | 43,875 CHF | 99.38% | 99.38% |
07/11/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 90,040 CHF | 37,016 CHF | 98.69% | 98.69% |