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 | 2.43% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,528 CHF | 104,343 CHF | 99.37% | 99.37% |
19/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 294,349 CHF | 100,616 CHF | 99.38% | 99.38% |
18/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 309,839 CHF | 105,780 CHF | 99.37% | 99.37% |
15/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 338,642 CHF | 115,380 CHF | 99.36% | 99.36% |
14/11/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 325,586 CHF | 111,029 CHF | 99.38% | 99.38% |
13/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 299,161 CHF | 102,220 CHF | 99.38% | 99.38% |
12/11/2024 | 2.15% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 344,951 CHF | 117,484 CHF | 99.16% | 99.16% |
11/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 343,799 CHF | 117,100 CHF | 99.38% | 99.38% |
08/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 310,365 CHF | 105,955 CHF | 99.38% | 99.38% |
07/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 325,922 CHF | 111,141 CHF | 98.58% | 98.58% |