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 | 2.82% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 321,954 | 107,318 | 111,991 CHF | 38,404 CHF | 99.27% | 99.27% |
19/11/2024 | 3.57% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 434,763 | 144,921 | 119,363 CHF | 41,237 CHF | 88.73% | 88.73% |
18/11/2024 | 3.85% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 114,762 CHF | 39,754 CHF | 97.53% | 97.53% |
15/11/2024 | 3.59% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,633 CHF | 42,711 CHF | 96.37% | 96.37% |
14/11/2024 | 2.54% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,187 CHF | 40,062 CHF | 99.22% | 99.22% |
13/11/2024 | 2.18% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,659 CHF | 46,553 CHF | 99.19% | 99.19% |
12/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,716 CHF | 44,572 CHF | 99.26% | 99.26% |
11/11/2024 | 2.46% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,596 CHF | 41,199 CHF | 98.02% | 98.02% |
08/11/2024 | 2.28% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 299,837 | 100,000 | 130,089 CHF | 44,386 CHF | 99.22% | 99.22% |
07/11/2024 | 2.57% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 367,646 | 122,549 | 140,677 CHF | 48,118 CHF | 98.66% | 98.66% |