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 | 2.34% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,342 CHF | 86,447 CHF | 97.64% | 97.64% |
19/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,384 CHF | 91,795 CHF | 94.63% | 94.63% |
18/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 290,199 CHF | 98,733 CHF | 96.28% | 96.28% |
15/11/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,233 CHF | 97,744 CHF | 96.42% | 96.42% |
14/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,683 CHF | 96,228 CHF | 96.94% | 96.94% |
13/11/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 291,356 CHF | 99,119 CHF | 97.82% | 97.82% |
12/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,979 CHF | 106,660 CHF | 92.64% | 92.64% |
11/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 325,537 CHF | 110,512 CHF | 98.44% | 98.44% |
08/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 350,676 CHF | 118,892 CHF | 96.32% | 96.32% |
07/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,604 CHF | 123,868 CHF | 98.05% | 98.05% |