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 | 2.78% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,442 CHF | 54,981 CHF | 97.80% | 97.80% |
19/11/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,227 CHF | 50,576 CHF | 97.48% | 97.48% |
18/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,817 CHF | 53,439 CHF | 98.77% | 98.77% |
15/11/2024 | 2.47% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,078 CHF | 61,526 CHF | 97.53% | 97.53% |
14/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,749 CHF | 64,750 CHF | 95.76% | 95.76% |
13/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,710 CHF | 60,070 CHF | 97.29% | 97.29% |
12/11/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,601 CHF | 54,700 CHF | 96.37% | 96.37% |
11/11/2024 | 2.52% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,322 CHF | 60,274 CHF | 97.51% | 97.51% |
08/11/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,853 CHF | 63,118 CHF | 97.44% | 97.44% |
07/11/2024 | 2.56% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,657 CHF | 59,386 CHF | 96.87% | 96.87% |