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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 203,565 CHF | 69,855 CHF | 99.27% | 99.27% |
20/11/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,325 CHF | 67,108 CHF | 99.26% | 99.26% |
19/11/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,124 CHF | 66,375 CHF | 85.67% | 85.67% |
18/11/2024 | 3.20% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,779 CHF | 63,593 CHF | 97.55% | 97.55% |
15/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 183,756 CHF | 63,252 CHF | 95.66% | 95.66% |
14/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,546 CHF | 60,849 CHF | 99.23% | 99.23% |
13/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,707 CHF | 57,903 CHF | 99.27% | 99.27% |
12/11/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 169,959 CHF | 58,653 CHF | 97.72% | 97.72% |
11/11/2024 | 3.28% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,587 CHF | 62,196 CHF | 99.17% | 99.17% |
08/11/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,348 CHF | 66,116 CHF | 97.53% | 97.53% |