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 | 2.28% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,348 CHF | 44,450 CHF | 99.38% | 99.38% |
19/11/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,258 CHF | 44,419 CHF | 99.37% | 99.37% |
18/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 132,434 CHF | 45,145 CHF | 99.22% | 99.22% |
15/11/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,565 CHF | 49,855 CHF | 99.37% | 99.37% |
14/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,822 CHF | 50,941 CHF | 99.38% | 99.38% |
13/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,081 CHF | 50,360 CHF | 99.37% | 99.37% |
12/11/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,850 CHF | 52,617 CHF | 99.37% | 99.37% |
11/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,027 CHF | 56,676 CHF | 99.37% | 99.37% |
08/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 163,398 CHF | 55,466 CHF | 99.36% | 99.36% |
07/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,098 CHF | 57,033 CHF | 99.28% | 99.28% |