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 | 2.31% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,931 CHF | 87,644 CHF | 99.38% | 99.38% |
19/11/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,428 CHF | 91,809 CHF | 99.38% | 99.38% |
18/11/2024 | 2.32% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,741 CHF | 87,580 CHF | 99.38% | 99.38% |
15/11/2024 | 2.32% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 255,481 CHF | 87,160 CHF | 99.34% | 99.34% |
14/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,934 CHF | 91,645 CHF | 99.38% | 99.38% |
13/11/2024 | 2.39% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,451 CHF | 85,150 CHF | 99.38% | 99.38% |
12/11/2024 | 1.60% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 372,259 CHF | 126,086 CHF | 99.16% | 99.16% |
11/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 407,204 CHF | 137,735 CHF | 99.13% | 99.13% |
08/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 379,349 CHF | 128,450 CHF | 99.37% | 99.37% |
07/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 387,999 CHF | 131,333 CHF | 98.56% | 98.56% |