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 | 2.45% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,802 CHF | 62,101 CHF | 99.38% | 99.38% |
19/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,097 CHF | 55,866 CHF | 96.68% | 96.68% |
18/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,263 CHF | 57,588 CHF | 97.65% | 97.65% |
15/11/2024 | 2.45% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,711 CHF | 62,070 CHF | 96.51% | 96.51% |
14/11/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,749 CHF | 66,750 CHF | 99.38% | 99.38% |
13/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,837 CHF | 68,779 CHF | 98.75% | 98.75% |
12/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,575 CHF | 71,359 CHF | 99.36% | 99.36% |
11/11/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,189 CHF | 75,563 CHF | 99.33% | 99.33% |
08/11/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,510 CHF | 75,337 CHF | 99.29% | 99.29% |
07/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 226,835 CHF | 77,112 CHF | 98.65% | 98.65% |