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 | 2.45% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,592 CHF | 82,531 CHF | 99.37% | 99.37% |
19/11/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,282 CHF | 78,427 CHF | 99.07% | 99.07% |
18/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 233,356 CHF | 79,785 CHF | 97.56% | 97.56% |
15/11/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,629 CHF | 76,543 CHF | 99.38% | 99.38% |
14/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,984 CHF | 73,328 CHF | 99.37% | 99.37% |
13/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,462 CHF | 80,821 CHF | 97.02% | 97.02% |
12/11/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,116 CHF | 80,039 CHF | 96.85% | 96.85% |
11/11/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,457 CHF | 76,819 CHF | 98.72% | 98.72% |
08/11/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,699 CHF | 76,900 CHF | 93.14% | 93.14% |
07/11/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,731 CHF | 75,910 CHF | 98.69% | 98.69% |