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 | 2.87% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,743 CHF | 70,914 CHF | 99.14% | 99.14% |
19/11/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,032 CHF | 69,011 CHF | 99.37% | 99.37% |
18/11/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,688 CHF | 71,563 CHF | 99.23% | 99.23% |
15/11/2024 | 2.41% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,546 CHF | 84,182 CHF | 98.77% | 98.77% |
14/11/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 264,112 CHF | 90,037 CHF | 99.38% | 99.38% |
13/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,976 CHF | 85,326 CHF | 99.37% | 99.37% |
12/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,361 CHF | 93,120 CHF | 99.37% | 99.37% |
11/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,649 CHF | 102,883 CHF | 99.37% | 99.37% |
08/11/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,370 CHF | 106,457 CHF | 99.37% | 99.37% |
07/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,232 CHF | 111,744 CHF | 99.28% | 99.28% |