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 | 4.32% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 735,175 | 245,058 | 166,683 CHF | 58,012 CHF | 98.95% | 98.95% |
19/11/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 729,243 | 243,081 | 163,936 CHF | 57,076 CHF | 95.77% | 95.77% |
18/11/2024 | 3.03% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,101 CHF | 67,034 CHF | 96.95% | 96.95% |
15/11/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,030 CHF | 75,010 CHF | 94.40% | 94.40% |
14/11/2024 | 2.31% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 558,065 | 186,022 | 237,841 CHF | 81,141 CHF | 98.43% | 98.43% |
13/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 684,922 | 228,307 | 169,273 CHF | 58,707 CHF | 98.29% | 98.29% |
12/11/2024 | 3.37% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 603,084 | 201,028 | 176,137 CHF | 60,723 CHF | 98.36% | 98.36% |
11/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,714 CHF | 73,571 CHF | 98.73% | 98.73% |
08/11/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,217 CHF | 68,406 CHF | 97.69% | 97.69% |
07/11/2024 | 2.75% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 215,428 CHF | 73,809 CHF | 98.16% | 98.16% |