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 | 3.31% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 74,385 CHF | 23,065 CHF | 99.38% | 99.38% |
19/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,223 CHF | 20,917 CHF | 99.37% | 99.37% |
18/11/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 67,234 CHF | 20,920 CHF | 97.52% | 97.52% |
15/11/2024 | 3.35% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 73,461 CHF | 22,788 CHF | 99.38% | 99.38% |
14/11/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 80,882 CHF | 25,015 CHF | 99.37% | 99.37% |
13/11/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 81,810 CHF | 25,293 CHF | 96.23% | 96.23% |
12/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 85,536 CHF | 26,411 CHF | 96.89% | 96.89% |
11/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 89,673 CHF | 27,652 CHF | 99.38% | 99.38% |
08/11/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 88,179 CHF | 27,204 CHF | 90.74% | 90.74% |
07/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 89,799 CHF | 27,690 CHF | 98.70% | 98.70% |