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 | 2.57% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 116,299 CHF | 39,767 CHF | 98.68% | 98.68% |
19/11/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,509 CHF | 42,503 CHF | 99.37% | 99.37% |
18/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,343 CHF | 45,448 CHF | 99.26% | 99.26% |
15/11/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,451 CHF | 43,817 CHF | 99.38% | 99.38% |
14/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 129,202 CHF | 44,067 CHF | 99.38% | 99.38% |
13/11/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,484 CHF | 41,161 CHF | 99.37% | 99.37% |
12/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 129,223 CHF | 44,074 CHF | 99.38% | 99.38% |
11/11/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,372 CHF | 44,791 CHF | 99.38% | 99.38% |
08/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 118,634 CHF | 40,545 CHF | 99.37% | 99.37% |
07/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 136,128 CHF | 46,376 CHF | 98.37% | 98.37% |