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 | 3.96% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,963 CHF | 51,654 CHF | 98.29% | 98.29% |
19/11/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 138,050 CHF | 48,017 CHF | 98.64% | 98.64% |
18/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,554 CHF | 58,185 CHF | 98.80% | 98.80% |
15/11/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,355 CHF | 59,118 CHF | 98.32% | 98.32% |
14/11/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,853 CHF | 49,951 CHF | 97.76% | 97.76% |
13/11/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,565 CHF | 52,522 CHF | 98.87% | 98.87% |
12/11/2024 | 3.44% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,991 CHF | 59,330 CHF | 98.11% | 98.11% |
11/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 493,056 | 164,352 | 194,368 CHF | 66,433 CHF | 98.93% | 98.93% |
08/11/2024 | 2.83% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,453 CHF | 71,818 CHF | 97.65% | 97.65% |
07/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 553,025 | 184,342 | 252,414 CHF | 85,981 CHF | 98.12% | 98.12% |