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 | 3.36% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,755 CHF | 45,418 CHF | 99.38% | 99.38% |
19/11/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,306 CHF | 40,269 CHF | 96.68% | 96.68% |
18/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,910 CHF | 42,137 CHF | 97.58% | 97.58% |
15/11/2024 | 3.35% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,262 CHF | 45,587 CHF | 96.38% | 96.38% |
14/11/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,607 CHF | 49,369 CHF | 99.30% | 99.30% |
13/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 148,345 CHF | 50,948 CHF | 98.75% | 98.75% |
12/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,052 CHF | 53,184 CHF | 99.35% | 99.35% |
11/11/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,330 CHF | 56,943 CHF | 99.32% | 99.32% |
08/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,098 CHF | 57,199 CHF | 99.33% | 99.33% |
07/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,283 CHF | 58,595 CHF | 98.66% | 98.66% |