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 | 5.73% | 0.18 CHF | 0.19 CHF | 300,000 | 50,000 | 330,945 | 50,000 | 55,890 CHF | 9,003 CHF | 99.17% | 99.17% |
19/11/2024 | 5.29% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 299,988 | 50,000 | 55,336 CHF | 9,723 CHF | 99.17% | 99.17% |
18/11/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 63,640 CHF | 11,107 CHF | 99.23% | 99.23% |
15/11/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 68,900 CHF | 11,983 CHF | 99.17% | 99.17% |
14/11/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 63,104 CHF | 11,017 CHF | 99.16% | 99.16% |
13/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 66,054 CHF | 11,509 CHF | 99.16% | 99.16% |
12/11/2024 | 4.29% | 0.20 CHF | 0.21 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 68,605 CHF | 11,934 CHF | 99.16% | 99.16% |
11/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 300,000 | 50,000 | 300,000 | 49,989 | 86,056 CHF | 14,839 CHF | 99.17% | 99.17% |
08/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 84,199 CHF | 14,533 CHF | 99.17% | 99.17% |
07/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 300,000 | 50,000 | 298,484 | 50,000 | 103,049 CHF | 17,768 CHF | 98.26% | 98.26% |