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 | 3.04% | 0.32 CHF | 0.33 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 73,291 CHF | 16,787 CHF | 99.36% | 99.36% |
19/11/2024 | 2.56% | 0.35 CHF | 0.36 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 87,107 CHF | 19,857 CHF | 99.38% | 99.38% |
18/11/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 101,526 CHF | 23,061 CHF | 99.23% | 99.23% |
15/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 105,425 CHF | 23,928 CHF | 99.37% | 99.37% |
14/11/2024 | 1.45% | 0.61 CHF | 0.62 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 155,008 CHF | 34,946 CHF | 99.37% | 99.37% |
13/11/2024 | 1.31% | 0.81 CHF | 0.82 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 171,042 CHF | 38,509 CHF | 98.32% | 98.32% |
12/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 212,720 CHF | 47,771 CHF | 99.37% | 99.37% |
11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 214,433 CHF | 48,152 CHF | 99.37% | 99.37% |
08/11/2024 | 1.15% | 0.91 CHF | 0.92 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 195,031 CHF | 43,840 CHF | 99.37% | 99.37% |
07/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 195,422 CHF | 43,927 CHF | 99.29% | 99.29% |