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 | 2.18% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,354 CHF | 46,451 CHF | 99.37% | 99.37% |
19/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,698 CHF | 47,233 CHF | 98.90% | 98.90% |
18/11/2024 | 2.30% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 129,317 CHF | 44,106 CHF | 97.64% | 97.64% |
15/11/2024 | 1.65% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 180,383 CHF | 61,128 CHF | 99.37% | 99.37% |
14/11/2024 | 1.43% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,148 CHF | 70,383 CHF | 99.37% | 99.37% |
13/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,495 CHF | 46,832 CHF | 96.90% | 96.90% |
12/11/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 155,877 CHF | 52,959 CHF | 96.91% | 96.91% |
11/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,225 CHF | 50,742 CHF | 99.39% | 99.39% |
08/11/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,273 CHF | 45,424 CHF | 91.28% | 91.28% |
07/11/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,347 CHF | 44,449 CHF | 98.69% | 98.69% |