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 | 3.70% | 0.21 CHF | 0.22 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 40,049 CHF | 13,850 CHF | 99.44% | 99.44% |
19/11/2024 | 4.46% | 0.25 CHF | 0.26 CHF | 150,000 | 50,000 | 240,076 | 80,012 | 53,039 CHF | 18,477 CHF | 99.44% | 99.44% |
18/11/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,574 CHF | 24,191 CHF | 97.37% | 97.37% |
15/11/2024 | 2.81% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,651 CHF | 37,884 CHF | 99.45% | 99.45% |
14/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,671 CHF | 56,557 CHF | 99.44% | 99.44% |
13/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,541 CHF | 48,514 CHF | 96.92% | 96.92% |
12/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,789 CHF | 48,596 CHF | 96.86% | 96.86% |
11/11/2024 | 1.78% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,236 CHF | 56,745 CHF | 99.44% | 99.44% |
08/11/2024 | 1.60% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,473 CHF | 63,158 CHF | 99.28% | 99.28% |
07/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 192,119 CHF | 65,040 CHF | 98.70% | 98.70% |