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 | 3.09% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,631 CHF | 65,877 CHF | 99.38% | 99.38% |
19/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,920 CHF | 60,307 CHF | 99.31% | 99.31% |
18/11/2024 | 4.36% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,930 CHF | 46,977 CHF | 99.36% | 99.36% |
15/11/2024 | 4.56% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,685 CHF | 44,895 CHF | 99.33% | 99.33% |
14/11/2024 | 5.22% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 718,251 | 239,417 | 134,109 CHF | 47,097 CHF | 98.59% | 98.59% |
13/11/2024 | 3.91% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,899 CHF | 52,300 CHF | 99.34% | 99.34% |
12/11/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,732 CHF | 52,578 CHF | 99.33% | 99.33% |
11/11/2024 | 2.66% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,217 CHF | 77,072 CHF | 99.37% | 99.37% |
08/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,675 CHF | 86,558 CHF | 98.95% | 98.95% |
07/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 500,485 | 166,828 | 220,639 CHF | 75,215 CHF | 98.61% | 98.61% |