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 | 2.92% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,548 CHF | 69,516 CHF | 98.87% | 98.87% |
19/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,080 CHF | 76,027 CHF | 99.04% | 99.04% |
18/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 266,810 CHF | 90,937 CHF | 98.48% | 98.48% |
15/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,010 CHF | 96,337 CHF | 99.38% | 99.38% |
14/11/2024 | 1.94% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 540,450 | 180,150 | 274,934 CHF | 93,446 CHF | 98.34% | 98.34% |
13/11/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 588,307 | 196,102 | 278,034 CHF | 94,639 CHF | 99.35% | 99.35% |
12/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 599,082 | 199,694 | 277,977 CHF | 94,656 CHF | 99.17% | 99.17% |
11/11/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,269 CHF | 80,756 CHF | 98.68% | 98.68% |
08/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,997 CHF | 71,332 CHF | 94.48% | 94.48% |
07/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,073 CHF | 74,691 CHF | 97.79% | 97.79% |