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 | 4.04% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,245 CHF | 37,915 CHF | 99.37% | 99.37% |
19/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 227,179 | 150,000 | 47,842 CHF | 32,919 CHF | 99.37% | 99.37% |
18/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 33,334 CHF | 34,834 CHF | 99.22% | 99.22% |
15/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 33,407 CHF | 34,907 CHF | 99.38% | 99.38% |
14/11/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 37,202 CHF | 38,702 CHF | 99.37% | 99.37% |
13/11/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 150,000 | 149,944 | 38,475 CHF | 39,960 CHF | 99.36% | 99.36% |
12/11/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 151,312 | 149,936 | 42,724 CHF | 43,830 CHF | 99.37% | 99.37% |
11/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 149,951 | 141,143 CHF | 48,532 CHF | 99.37% | 99.37% |
08/11/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,843 CHF | 50,115 CHF | 99.25% | 99.25% |
07/11/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,565 CHF | 52,022 CHF | 99.29% | 99.29% |