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 | 2.77% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,252 CHF | 73,417 CHF | 98.93% | 98.93% |
19/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 597,788 | 199,263 | 211,257 CHF | 72,412 CHF | 95.77% | 95.77% |
18/11/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 216,005 CHF | 73,502 CHF | 97.02% | 97.02% |
15/11/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,867 CHF | 80,789 CHF | 94.69% | 94.69% |
14/11/2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,550 CHF | 91,350 CHF | 98.45% | 98.45% |
13/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,590 CHF | 77,863 CHF | 98.31% | 98.31% |
12/11/2024 | 2.27% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 473,003 | 157,668 | 205,421 CHF | 70,050 CHF | 98.36% | 98.36% |
11/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,622 CHF | 79,041 CHF | 98.74% | 98.74% |
08/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,215 CHF | 74,238 CHF | 97.69% | 97.69% |
07/11/2024 | 1.92% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 465,917 | 155,306 | 240,401 CHF | 81,687 CHF | 98.13% | 98.13% |