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 | 4.06% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,880 CHF | 50,294 CHF | 99.38% | 99.38% |
19/11/2024 | 3.75% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,495 CHF | 54,498 CHF | 99.37% | 99.37% |
18/11/2024 | 4.04% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,619 CHF | 50,873 CHF | 99.38% | 99.38% |
15/11/2024 | 4.05% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,469 CHF | 50,490 CHF | 99.34% | 99.34% |
14/11/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,481 CHF | 54,494 CHF | 99.38% | 99.38% |
13/11/2024 | 4.14% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 622,452 | 207,484 | 148,683 CHF | 51,636 CHF | 99.38% | 99.38% |
12/11/2024 | 2.31% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,039 CHF | 88,013 CHF | 99.16% | 99.16% |
11/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,921 CHF | 98,974 CHF | 99.13% | 99.13% |
08/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,987 CHF | 90,329 CHF | 99.37% | 99.37% |
07/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,441 CHF | 93,147 CHF | 98.56% | 98.56% |