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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,567 CHF | 57,022 CHF | 99.36% | 99.36% |
22/11/2024 | 3.25% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,081 CHF | 47,194 CHF | 99.93% | 99.93% |
20/11/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 145,264 CHF | 50,421 CHF | 98.73% | 98.73% |
19/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 143,687 CHF | 49,896 CHF | 98.91% | 98.91% |
18/11/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,035 CHF | 46,345 CHF | 99.38% | 99.38% |
15/11/2024 | 5.10% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,192 CHF | 40,397 CHF | 99.39% | 99.39% |
14/11/2024 | 5.27% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 110,879 CHF | 38,960 CHF | 97.03% | 97.03% |
13/11/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 102,370 CHF | 36,123 CHF | 99.02% | 99.02% |
12/11/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,977 CHF | 36,659 CHF | 98.81% | 98.81% |
11/11/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 113,266 CHF | 39,755 CHF | 98.54% | 98.54% |