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 | 3.99% | 0.25 CHF | 0.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 122,900 CHF | 25,580 CHF | 99.27% | 99.27% |
19/11/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 101,852 CHF | 21,370 CHF | 99.27% | 99.27% |
18/11/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 100,953 CHF | 21,191 CHF | 99.27% | 99.27% |
15/11/2024 | 4.33% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 113,311 CHF | 23,662 CHF | 99.27% | 99.27% |
14/11/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 130,700 CHF | 27,140 CHF | 99.27% | 99.27% |
13/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 143,279 CHF | 29,656 CHF | 99.27% | 99.27% |
12/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 164,455 CHF | 33,891 CHF | 99.25% | 99.25% |
11/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 131,797 CHF | 27,359 CHF | 99.27% | 99.27% |
08/11/2024 | 4.17% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 117,793 CHF | 24,559 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% |