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 | 3.74% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 79,610 CHF | 27,537 CHF | 99.37% | 99.37% |
19/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 82,108 CHF | 28,369 CHF | 98.91% | 98.91% |
18/11/2024 | 4.09% | 0.28 CHF | 0.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,514 CHF | 25,171 CHF | 97.65% | 97.65% |
15/11/2024 | 2.42% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,417 CHF | 42,139 CHF | 99.37% | 99.37% |
14/11/2024 | 1.97% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,259 CHF | 51,420 CHF | 99.37% | 99.37% |
13/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,756 CHF | 27,919 CHF | 96.89% | 96.89% |
12/11/2024 | 2.99% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,096 CHF | 34,032 CHF | 96.83% | 96.83% |
11/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,301 CHF | 31,767 CHF | 99.38% | 99.38% |
08/11/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 76,366 CHF | 26,455 CHF | 91.28% | 91.28% |
07/11/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 73,272 CHF | 25,424 CHF | 98.70% | 98.70% |