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 | 3.97% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,340 CHF | 51,447 CHF | 99.59% | 99.59% |
19/11/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 152,558 CHF | 52,853 CHF | 99.54% | 99.54% |
18/11/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,391 CHF | 51,797 CHF | 99.58% | 99.58% |
15/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,066 CHF | 51,022 CHF | 99.16% | 99.16% |
14/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 625,266 | 208,422 | 141,814 CHF | 49,356 CHF | 98.27% | 98.27% |
13/11/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,116 CHF | 50,205 CHF | 99.55% | 99.55% |
12/11/2024 | 4.59% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 731,035 | 243,678 | 155,631 CHF | 54,314 CHF | 99.58% | 99.58% |
11/11/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,636 CHF | 50,212 CHF | 99.56% | 99.56% |
08/11/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 151,051 CHF | 52,351 CHF | 99.59% | 99.59% |
07/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,933 CHF | 58,311 CHF | 98.81% | 98.81% |