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 | 2.64% | 0.34 CHF | 0.35 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 112,541 CHF | 19,257 CHF | 99.17% | 99.17% |
19/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 102,894 CHF | 17,649 CHF | 99.16% | 99.16% |
18/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 115,606 CHF | 19,768 CHF | 99.23% | 99.23% |
15/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 138,464 CHF | 23,577 CHF | 99.17% | 99.17% |
14/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 161,228 CHF | 27,371 CHF | 99.15% | 99.15% |
13/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 163,381 CHF | 27,730 CHF | 99.16% | 99.16% |
12/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 162,130 CHF | 27,522 CHF | 99.16% | 99.16% |
11/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 176,970 CHF | 29,995 CHF | 99.16% | 99.16% |
08/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 162,753 CHF | 27,625 CHF | 99.16% | 99.16% |
07/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 162,843 CHF | 27,641 CHF | 98.26% | 98.26% |