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 | 2.32% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 127,739 CHF | 43,580 CHF | 99.33% | 99.33% |
19/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,917 CHF | 37,972 CHF | 96.67% | 96.67% |
18/11/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,579 CHF | 38,193 CHF | 97.60% | 97.60% |
15/11/2024 | 2.36% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,933 CHF | 42,978 CHF | 96.62% | 96.62% |
14/11/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,398 CHF | 48,133 CHF | 99.30% | 99.30% |
13/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,057 CHF | 49,353 CHF | 98.76% | 98.76% |
12/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 152,853 CHF | 51,951 CHF | 99.35% | 99.35% |
11/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,916 CHF | 54,972 CHF | 73.80% | 99.31% |
08/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,681 CHF | 54,560 CHF | 99.35% | 99.35% |
07/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,821 CHF | 55,607 CHF | 98.61% | 98.61% |