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 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,089 CHF | 70,363 CHF | 99.38% | 99.38% |
19/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,295 CHF | 60,098 CHF | 99.38% | 99.38% |
18/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,678 CHF | 72,893 CHF | 99.25% | 99.25% |
15/11/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 599,998 | 200,000 | 237,295 CHF | 81,099 CHF | 99.38% | 99.38% |
14/11/2024 | 2.61% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 599,995 | 199,998 | 227,760 CHF | 77,920 CHF | 99.36% | 99.36% |
13/11/2024 | 3.21% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 199,999 | 184,924 CHF | 63,641 CHF | 99.38% | 99.38% |
12/11/2024 | 2.23% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 199,999 | 267,158 CHF | 91,052 CHF | 99.38% | 99.38% |
11/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 287,483 CHF | 97,828 CHF | 99.37% | 99.37% |
08/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,269 CHF | 85,423 CHF | 99.37% | 99.37% |
07/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 199,998 | 271,089 CHF | 92,362 CHF | 98.37% | 98.37% |