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 | 3.94% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,918 CHF | 51,973 CHF | 97.64% | 97.64% |
19/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,329 CHF | 56,777 CHF | 94.86% | 94.86% |
18/11/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,687 CHF | 63,562 CHF | 96.27% | 96.27% |
15/11/2024 | 3.29% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,485 CHF | 62,162 CHF | 96.42% | 96.42% |
14/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,938 CHF | 60,980 CHF | 97.06% | 97.06% |
13/11/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,480 CHF | 63,827 CHF | 97.83% | 97.83% |
12/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,274 CHF | 70,092 CHF | 98.39% | 98.39% |
11/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,094 CHF | 73,698 CHF | 98.44% | 98.44% |
08/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,990 CHF | 81,997 CHF | 96.33% | 96.33% |
07/11/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,792 CHF | 86,931 CHF | 98.03% | 98.03% |