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 | 4.34% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 169,229 CHF | 58,910 CHF | 99.51% | 99.51% |
19/11/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 174,394 CHF | 60,631 CHF | 99.26% | 99.26% |
18/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 169,410 CHF | 58,970 CHF | 99.23% | 99.23% |
15/11/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,850 CHF | 60,450 CHF | 99.40% | 99.40% |
14/11/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,947 CHF | 60,649 CHF | 97.56% | 97.56% |
13/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,708 CHF | 62,236 CHF | 99.37% | 99.37% |
12/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,552 CHF | 66,851 CHF | 94.87% | 94.87% |
11/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,384 CHF | 72,461 CHF | 99.37% | 99.37% |
08/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,277 CHF | 73,092 CHF | 93.13% | 93.13% |
07/11/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,540 CHF | 71,513 CHF | 98.60% | 98.60% |