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 | 3.09% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,130 CHF | 65,710 CHF | 99.37% | 99.37% |
19/11/2024 | 3.32% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,078 CHF | 61,359 CHF | 99.07% | 99.07% |
18/11/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,522 CHF | 62,841 CHF | 97.25% | 97.25% |
15/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,346 CHF | 59,782 CHF | 99.38% | 99.38% |
14/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,642 CHF | 56,547 CHF | 99.37% | 99.37% |
13/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 186,349 CHF | 64,116 CHF | 96.89% | 96.89% |
12/11/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,795 CHF | 63,598 CHF | 96.85% | 96.85% |
11/11/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,243 CHF | 60,414 CHF | 98.72% | 98.72% |
08/11/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,745 CHF | 60,582 CHF | 93.14% | 93.14% |
07/11/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,934 CHF | 59,645 CHF | 98.69% | 98.69% |