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 | 3.19% | 0.40 CHF | 0.41 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 120,283 CHF | 62,091 CHF | 99.36% | 99.36% |
19/11/2024 | 3.63% | 0.36 CHF | 0.37 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 105,436 CHF | 54,668 CHF | 99.38% | 99.38% |
18/11/2024 | 3.42% | 0.38 CHF | 0.39 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 112,101 CHF | 58,001 CHF | 99.23% | 99.23% |
15/11/2024 | 3.42% | 0.37 CHF | 0.38 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 112,233 CHF | 58,067 CHF | 99.37% | 99.37% |
14/11/2024 | 3.11% | 0.41 CHF | 0.43 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 123,589 CHF | 63,744 CHF | 99.37% | 99.37% |
13/11/2024 | 3.03% | 0.42 CHF | 0.43 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 126,921 CHF | 65,410 CHF | 99.36% | 99.36% |
12/11/2024 | 2.78% | 0.44 CHF | 0.46 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 138,305 CHF | 71,103 CHF | 99.37% | 99.37% |
11/11/2024 | 2.53% | 0.49 CHF | 0.50 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 152,391 CHF | 78,146 CHF | 99.37% | 99.37% |
08/11/2024 | 2.46% | 0.51 CHF | 0.52 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 156,684 CHF | 80,292 CHF | 99.25% | 99.25% |
07/11/2024 | 2.40% | 0.53 CHF | 0.54 CHF | 300,000 | 150,000 | 300,000 | 150,000 | 160,793 CHF | 82,347 CHF | 99.29% | 99.29% |