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 | 2.98% | 0.30 CHF | 0.31 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 99,479 CHF | 17,080 CHF | 99.16% | 99.16% |
19/11/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 300,000 | 50,000 | 300,354 | 50,000 | 91,834 CHF | 15,789 CHF | 99.17% | 99.17% |
18/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 93,159 CHF | 16,027 CHF | 99.23% | 99.23% |
15/11/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 105,426 CHF | 18,071 CHF | 99.17% | 99.17% |
14/11/2024 | 2.67% | 0.41 CHF | 0.42 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 111,063 CHF | 19,011 CHF | 99.15% | 99.15% |
13/11/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 300,000 | 50,000 | 403,014 | 50,000 | 123,711 CHF | 16,008 CHF | 99.16% | 99.16% |
12/11/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 109,118 CHF | 18,686 CHF | 99.16% | 99.16% |
11/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 136,696 CHF | 23,283 CHF | 99.16% | 99.16% |
08/11/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 128,513 CHF | 21,919 CHF | 99.16% | 99.16% |
07/11/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 152,336 CHF | 25,889 CHF | 98.18% | 98.18% |