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 | 2.07% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,565 CHF | 73,355 CHF | 99.38% | 99.38% |
19/11/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,773 CHF | 69,424 CHF | 99.32% | 99.32% |
18/11/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 518,623 | 172,874 | 194,744 CHF | 66,643 CHF | 99.35% | 99.35% |
15/11/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,791 CHF | 73,930 CHF | 99.35% | 99.35% |
14/11/2024 | 3.06% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,838 CHF | 66,613 CHF | 98.59% | 98.59% |
13/11/2024 | 2.49% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,264 CHF | 81,421 CHF | 99.38% | 99.38% |
12/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,608 CHF | 81,203 CHF | 96.81% | 96.81% |
11/11/2024 | 1.88% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 467,164 | 155,721 | 247,231 CHF | 83,968 CHF | 99.37% | 99.37% |
08/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,665 CHF | 88,722 CHF | 98.95% | 98.95% |
07/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,027 CHF | 91,842 CHF | 98.61% | 98.61% |