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 | 3.07% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,356 CHF | 66,119 CHF | 97.78% | 97.78% |
19/11/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,102 CHF | 67,034 CHF | 97.26% | 97.26% |
18/11/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,469 CHF | 68,156 CHF | 99.11% | 99.11% |
15/11/2024 | 2.32% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 468,258 | 156,086 | 199,386 CHF | 68,023 CHF | 97.71% | 97.71% |
14/11/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,139 CHF | 72,213 CHF | 96.71% | 96.71% |
13/11/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,931 CHF | 79,144 CHF | 96.46% | 96.46% |
12/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,195 CHF | 96,565 CHF | 94.40% | 94.40% |
11/11/2024 | 1.61% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,214 CHF | 94,238 CHF | 97.55% | 97.55% |
08/11/2024 | 1.58% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,207 CHF | 95,902 CHF | 95.43% | 95.43% |
07/11/2024 | 1.88% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 552,821 | 184,274 | 291,408 CHF | 98,979 CHF | 96.75% | 96.75% |