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 | 2.12% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,311 CHF | 47,770 CHF | 99.16% | 99.16% |
19/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,799 CHF | 45,600 CHF | 99.17% | 99.17% |
18/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,529 CHF | 50,510 CHF | 99.22% | 99.22% |
15/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,194 CHF | 50,398 CHF | 99.17% | 99.17% |
14/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,758 CHF | 47,586 CHF | 99.16% | 99.16% |
13/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 135,224 CHF | 46,075 CHF | 99.16% | 99.16% |
12/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,758 CHF | 45,586 CHF | 99.17% | 99.17% |
11/11/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 162,649 CHF | 55,216 CHF | 99.16% | 99.16% |
08/11/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 145,485 CHF | 49,495 CHF | 99.17% | 99.17% |
07/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,774 CHF | 48,925 CHF | 98.18% | 98.18% |