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 | 3.33% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,285 CHF | 61,095 CHF | 99.08% | 99.08% |
19/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,683 CHF | 61,561 CHF | 96.67% | 96.67% |
18/11/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,311 CHF | 70,104 CHF | 97.56% | 97.56% |
15/11/2024 | 2.45% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 597,575 | 199,192 | 245,433 CHF | 83,803 CHF | 96.23% | 96.23% |
14/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,491 CHF | 84,164 CHF | 99.37% | 99.37% |
13/11/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 280,589 CHF | 95,530 CHF | 94.59% | 94.59% |
12/11/2024 | 2.12% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 279,547 CHF | 95,182 CHF | 99.34% | 99.34% |
11/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,544 CHF | 88,681 CHF | 99.33% | 99.33% |
08/11/2024 | 1.70% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 459,082 | 153,027 | 267,208 CHF | 90,600 CHF | 99.30% | 99.30% |
07/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,927 CHF | 102,809 CHF | 98.73% | 98.73% |