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 | 2.36% | 0.38 CHF | 0.39 CHF | 600,000 | 150,000 | 600,000 | 150,000 | 251,241 CHF | 64,310 CHF | 99.37% | 99.37% |
19/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,810 CHF | 87,270 CHF | 99.37% | 99.37% |
18/11/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,621 CHF | 81,540 CHF | 99.26% | 99.26% |
15/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,978 CHF | 74,993 CHF | 99.37% | 99.37% |
14/11/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,890 CHF | 77,630 CHF | 99.36% | 99.36% |
13/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,460 CHF | 75,820 CHF | 99.37% | 99.37% |
12/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 266,180 CHF | 90,727 CHF | 99.37% | 99.37% |
11/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,285 CHF | 106,095 CHF | 99.38% | 99.38% |
08/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 317,361 CHF | 107,787 CHF | 99.38% | 99.38% |
07/11/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,823 CHF | 113,274 CHF | 98.38% | 98.38% |