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 | 3.44% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 745,581 | 248,624 | 213,694 CHF | 73,747 CHF | 99.26% | 99.38% |
19/11/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 746,090 | 248,697 | 205,639 CHF | 71,033 CHF | 99.38% | 99.38% |
18/11/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,544 CHF | 76,682 CHF | 99.37% | 99.37% |
15/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 712,980 | 237,660 | 241,685 CHF | 82,938 CHF | 99.36% | 99.36% |
14/11/2024 | 3.06% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 749,381 | 249,794 | 242,065 CHF | 83,186 CHF | 99.38% | 99.38% |
13/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 215,625 CHF | 74,375 CHF | 99.38% | 99.38% |
12/11/2024 | 2.82% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 679,670 | 226,557 | 237,490 CHF | 81,429 CHF | 99.16% | 99.16% |
11/11/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 719,003 | 239,668 | 253,395 CHF | 86,862 CHF | 99.38% | 99.38% |
08/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,014 CHF | 77,838 CHF | 99.38% | 99.38% |
07/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 244,838 CHF | 84,113 CHF | 98.58% | 98.58% |