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 | 3.75% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 331,830 | 110,610 | 86,374 CHF | 29,898 CHF | 99.32% | 99.32% |
19/11/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 97,571 CHF | 34,024 CHF | 96.68% | 96.68% |
18/11/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,013 CHF | 34,838 CHF | 97.56% | 97.56% |
15/11/2024 | 3.76% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 432,548 | 144,183 | 113,079 CHF | 39,135 CHF | 96.33% | 96.33% |
14/11/2024 | 3.24% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,934 | 100,311 | 91,455 CHF | 31,488 CHF | 99.33% | 99.33% |
13/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,123 | 100,041 | 95,094 CHF | 32,698 CHF | 98.75% | 98.75% |
12/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,088 CHF | 35,029 CHF | 99.37% | 99.37% |
11/11/2024 | 2.64% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 112,119 CHF | 38,373 CHF | 99.33% | 99.33% |
08/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,455 CHF | 38,152 CHF | 99.30% | 99.30% |
07/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,454 CHF | 39,151 CHF | 98.65% | 98.65% |