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 | 3.90% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 471,073 | 157,024 | 118,270 CHF | 40,994 CHF | 98.94% | 98.94% |
19/11/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 487,719 | 162,573 | 118,514 CHF | 41,131 CHF | 95.78% | 95.78% |
18/11/2024 | 2.56% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,935 CHF | 59,478 CHF | 96.94% | 96.94% |
15/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,396 CHF | 68,299 CHF | 94.98% | 94.98% |
14/11/2024 | 1.91% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,137 CHF | 79,879 CHF | 98.43% | 98.43% |
13/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 484,282 | 161,427 | 137,079 CHF | 47,307 CHF | 98.30% | 98.30% |
12/11/2024 | 2.84% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,692 | 150,231 | 156,964 CHF | 53,824 CHF | 98.40% | 98.40% |
11/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,740 CHF | 67,413 CHF | 98.70% | 98.70% |
08/11/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,227 CHF | 61,576 CHF | 97.70% | 97.70% |
07/11/2024 | 2.26% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,764 CHF | 67,421 CHF | 98.11% | 98.11% |