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 | 2.00% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 252,697 | 84,232 | 124,607 CHF | 42,378 CHF | 99.38% | 99.38% |
19/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 294,092 | 98,031 | 137,972 CHF | 46,971 CHF | 99.37% | 99.37% |
18/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 264,279 | 88,093 | 129,604 CHF | 44,082 CHF | 99.38% | 99.38% |
15/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 276,598 | 92,199 | 141,356 CHF | 48,041 CHF | 99.36% | 99.36% |
14/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 270,491 | 90,164 | 140,448 CHF | 47,718 CHF | 99.38% | 99.38% |
13/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 284,304 | 94,768 | 143,415 CHF | 48,753 CHF | 99.37% | 99.37% |
12/11/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 269,096 | 89,699 | 146,678 CHF | 49,790 CHF | 99.15% | 99.15% |
11/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 128,357 CHF | 43,536 CHF | 99.38% | 99.38% |
08/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 298,507 | 99,502 | 156,082 CHF | 53,022 CHF | 99.38% | 99.38% |
07/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 287,914 | 95,971 | 152,733 CHF | 51,871 CHF | 98.58% | 98.58% |