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 | 3.61% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,174 CHF | 56,391 CHF | 99.53% | 99.53% |
19/11/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,120 CHF | 59,373 CHF | 98.99% | 98.99% |
18/11/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,355 CHF | 60,118 CHF | 99.26% | 99.26% |
15/11/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,282 CHF | 63,427 CHF | 99.35% | 99.35% |
14/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,758 CHF | 66,919 CHF | 98.30% | 98.30% |
13/11/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,699 CHF | 58,900 CHF | 99.33% | 99.33% |
12/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 173,475 CHF | 59,825 CHF | 99.38% | 99.38% |
11/11/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 181,207 CHF | 62,402 CHF | 99.32% | 99.32% |
08/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,173 CHF | 61,724 CHF | 99.34% | 99.34% |
07/11/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,304 CHF | 64,435 CHF | 98.59% | 98.59% |