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 | 2.35% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,500 CHF | 43,167 CHF | 98.86% | 98.86% |
19/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,154 CHF | 43,051 CHF | 90.63% | 90.63% |
18/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,921 CHF | 46,640 CHF | 95.04% | 95.04% |
15/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,182 CHF | 46,394 CHF | 98.36% | 98.36% |
14/11/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,725 CHF | 40,575 CHF | 98.89% | 98.89% |
13/11/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,277 CHF | 38,093 CHF | 96.36% | 96.36% |
12/11/2024 | 2.19% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,687 CHF | 46,229 CHF | 96.15% | 96.15% |
11/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,742 CHF | 49,247 CHF | 98.72% | 98.72% |
08/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,821 CHF | 47,607 CHF | 98.84% | 98.84% |
07/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,192 CHF | 46,731 CHF | 98.17% | 98.17% |