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 | 2.65% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,773 CHF | 76,591 CHF | 99.26% | 99.26% |
19/11/2024 | 2.51% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,233 CHF | 80,744 CHF | 98.73% | 98.73% |
18/11/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 238,108 CHF | 81,369 CHF | 99.45% | 99.45% |
15/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 248,095 CHF | 84,698 CHF | 99.36% | 99.36% |
14/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,659 CHF | 88,553 CHF | 97.93% | 97.93% |
13/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,386 CHF | 79,129 CHF | 99.29% | 99.29% |
12/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,650 CHF | 80,217 CHF | 99.35% | 99.35% |
11/11/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 244,089 CHF | 83,363 CHF | 99.38% | 99.38% |
08/11/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,555 CHF | 82,185 CHF | 99.33% | 99.33% |
07/11/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,787 CHF | 85,262 CHF | 98.55% | 98.55% |