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 | 3.20% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,967 CHF | 63,656 CHF | 99.38% | 99.38% |
19/11/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 599,995 | 200,000 | 178,725 CHF | 61,575 CHF | 99.38% | 99.38% |
18/11/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,691 CHF | 59,564 CHF | 99.38% | 99.38% |
15/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,511 CHF | 54,171 CHF | 99.34% | 99.34% |
14/11/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,416 CHF | 56,805 CHF | 99.38% | 99.38% |
13/11/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 164,870 CHF | 56,957 CHF | 99.38% | 99.38% |
12/11/2024 | 2.99% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,790 CHF | 67,930 CHF | 99.15% | 99.15% |
11/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,409 CHF | 71,803 CHF | 99.13% | 99.13% |
08/11/2024 | 3.22% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,760 CHF | 63,253 CHF | 99.38% | 99.38% |
07/11/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,135 CHF | 62,045 CHF | 98.56% | 98.56% |