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 | 3.84% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,878 CHF | 66,459 CHF | 99.10% | 99.10% |
22/11/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 803,554 | 267,851 | 187,298 CHF | 65,111 CHF | 99.07% | 99.07% |
20/11/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,782 CHF | 65,761 CHF | 98.10% | 98.10% |
19/11/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,695 CHF | 62,065 CHF | 98.50% | 98.50% |
18/11/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,211 CHF | 70,904 CHF | 98.77% | 98.77% |
15/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 207,419 CHF | 71,640 CHF | 98.51% | 98.51% |
14/11/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 181,815 CHF | 63,105 CHF | 97.46% | 97.46% |
13/11/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 189,597 CHF | 65,699 CHF | 98.90% | 98.90% |
12/11/2024 | 3.57% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 206,793 CHF | 71,431 CHF | 98.59% | 98.59% |
11/11/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,026 CHF | 73,675 CHF | 98.83% | 98.83% |