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 | 4.68% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,832 CHF | 21,944 CHF | 98.86% | 98.86% |
19/11/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,299 CHF | 21,766 CHF | 90.64% | 90.64% |
18/11/2024 | 4.03% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,961 CHF | 25,320 CHF | 95.05% | 95.05% |
15/11/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,084 CHF | 25,028 CHF | 98.35% | 98.35% |
14/11/2024 | 5.42% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 54,814 CHF | 19,271 CHF | 98.89% | 98.89% |
13/11/2024 | 6.24% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,241 CHF | 16,747 CHF | 96.49% | 96.53% |
12/11/2024 | 4.11% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 71,889 CHF | 24,963 CHF | 96.25% | 96.25% |
11/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 81,077 CHF | 28,026 CHF | 98.72% | 98.72% |
08/11/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 75,839 CHF | 26,280 CHF | 98.88% | 98.88% |
07/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,008 CHF | 25,336 CHF | 98.19% | 98.19% |