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 | 4.41% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,123 CHF | 46,374 CHF | 99.45% | 99.45% |
19/11/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,295 CHF | 49,765 CHF | 98.68% | 98.68% |
18/11/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,037 CHF | 50,012 CHF | 99.13% | 99.13% |
15/11/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,879 CHF | 52,960 CHF | 99.39% | 99.39% |
14/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,338 CHF | 56,446 CHF | 98.23% | 98.23% |
13/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 140,958 CHF | 48,986 CHF | 99.38% | 99.38% |
12/11/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 139,294 CHF | 48,431 CHF | 93.13% | 93.13% |
11/11/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,686 CHF | 51,229 CHF | 99.37% | 99.37% |
08/11/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,411 CHF | 50,470 CHF | 93.12% | 93.12% |
07/11/2024 | 3.89% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 602,408 | 200,803 | 152,294 CHF | 52,773 CHF | 98.61% | 98.61% |