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 | 3.34% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,721 CHF | 60,907 CHF | 99.17% | 99.17% |
19/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,966 CHF | 57,989 CHF | 99.00% | 99.00% |
18/11/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,264 CHF | 56,421 CHF | 98.83% | 98.83% |
15/11/2024 | 3.16% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,237 CHF | 64,412 CHF | 99.24% | 99.24% |
14/11/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 229,925 CHF | 78,642 CHF | 97.47% | 97.47% |
13/11/2024 | 2.27% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 262,014 CHF | 89,338 CHF | 99.19% | 99.19% |
12/11/2024 | 1.95% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 483,159 | 161,053 | 244,452 CHF | 83,095 CHF | 97.02% | 97.02% |
11/11/2024 | 1.57% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,468 CHF | 96,323 CHF | 99.29% | 99.29% |
08/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 311,028 CHF | 105,176 CHF | 98.21% | 98.21% |
07/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 513,084 | 171,028 | 363,856 CHF | 122,996 CHF | 98.53% | 98.53% |