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 | 3.17% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 155,516 CHF | 32,103 CHF | 99.27% | 99.27% |
19/11/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 133,763 CHF | 27,753 CHF | 99.27% | 99.27% |
18/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 133,143 CHF | 27,629 CHF | 99.27% | 99.27% |
15/11/2024 | 3.40% | 0.26 CHF | 0.27 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 144,703 CHF | 29,941 CHF | 99.27% | 99.27% |
14/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 162,222 CHF | 33,444 CHF | 99.27% | 99.27% |
13/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 174,910 CHF | 35,982 CHF | 99.27% | 99.27% |
12/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 196,488 CHF | 40,298 CHF | 99.25% | 99.25% |
11/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 164,397 CHF | 33,880 CHF | 99.27% | 99.27% |
08/11/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 149,249 CHF | 30,850 CHF | 99.25% | 99.25% |
07/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 165,000 CHF | 34,000 CHF | 1.12% | 1.12% |